+30.6%
VCIT vs UDR
+53.1%
-22.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +0.1% | +2.0% | -1.9% | -0.1% |
| 30D | +1.1% | +7.9% | -6.8% | +0.5% |
| 3M | -1.4% | -1.5% | +0.1% | -1.3% |
| 6M | -2.3% | +0.9% | -3.2% | -2.5% |
| YTD | -1.8% | +4.0% | -5.8% | -2.2% |
| 1Y | -1.0% | +10.4% | -11.4% | -1.9% |
| 3Y | +19.3% | +26.9% | -7.7% | +16.7% |
| 5Y | +3.8% | -19.4% | +23.2% | +4.0% |
| 10Y | +30.6% | +57.0% | -26.4% | +26.4% |
| All | +30.6% | +53.1% | -22.6% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling