+2,320.2%
VALE vs UDR
+645.8%
+1,674.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +2.9% | -2.1% | +5.0% | +4.0% |
| 30D | +8.8% | -5.6% | +14.4% | +12.0% |
| 3M | +6.8% | -5.8% | +12.5% | +9.6% |
| 6M | +6.9% | -1.1% | +8.0% | +6.8% |
| YTD | +22.8% | +1.6% | +21.2% | +20.8% |
| 1Y | +61.3% | -2.7% | +63.9% | +61.4% |
| 3Y | +53.3% | +6.3% | +47.0% | +43.5% |
| 5Y | +44.9% | -19.3% | +64.2% | +52.6% |
| 10Y | +486.8% | +46.0% | +440.8% | +317.8% |
| All | +2,320.2% | +645.8% | +1,674.4% | +691.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling