+4.1%
VCIT vs UDR
-20.8%
+24.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +0.6% | +7.8% | -7.2% | -0.2% |
| 3M | -2.2% | -2.8% | +0.5% | -2.0% |
| 6M | -2.3% | -1.4% | -0.9% | -2.3% |
| YTD | -2.2% | +3.4% | -5.6% | -2.8% |
| 1Y | -1.4% | +9.9% | -11.2% | -2.6% |
| 3Y | +18.7% | +28.5% | -9.8% | +14.3% |
| All | +4.1% | -20.8% | +24.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling