+19.8%
VCIT vs UDR
+27.7%
-8.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | +1.5% | +7.9% | -6.5% | +0.8% |
| 3M | -1.0% | -0.8% | -0.2% | -0.9% |
| 6M | -1.7% | 0.0% | -1.6% | -1.8% |
| YTD | -1.4% | +3.7% | -5.1% | -2.0% |
| 1Y | -0.9% | +8.5% | -9.5% | -2.0% |
| All | +19.8% | +27.7% | -8.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling