+96.1%
VCIT vs UDR
+343.1%
-247.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +1.9% | +10.3% | -8.3% | +1.4% |
| 3M | -1.4% | -2.9% | +1.5% | -1.3% |
| 6M | -2.1% | +0.3% | -2.5% | -2.2% |
| YTD | -1.6% | +3.8% | -5.4% | -1.9% |
| 1Y | -0.9% | +12.7% | -13.6% | -1.6% |
| 3Y | +20.0% | +27.6% | -7.6% | +18.4% |
| 5Y | +3.1% | -18.6% | +21.7% | +3.2% |
| 10Y | +28.7% | +52.4% | -23.7% | +26.8% |
| All | +96.1% | +343.1% | -247.0% | +98.0% |
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