+98.0%
VCIT vs UDR
+337.0%
-239.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | -0.8% | -5.2% | +4.4% | -0.5% |
| 3M | -1.0% | -5.8% | +4.8% | -0.8% |
| 6M | -1.8% | -1.7% | -0.1% | -1.8% |
| YTD | -0.7% | +2.4% | -3.1% | -0.9% |
| 1Y | +1.0% | -2.1% | +3.1% | +1.0% |
| 3Y | +18.8% | +4.2% | +14.6% | +18.2% |
| 5Y | +3.5% | -20.0% | +23.5% | +3.6% |
| 10Y | +29.2% | +44.6% | -15.4% | +27.4% |
| All | +98.0% | +337.0% | -239.1% | +100.0% |
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