+161.1%
VEA vs UDR
+47.2%
+113.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.5% | -3.5% | +2.0% | -0.3% |
| 30D | -0.8% | -5.3% | +4.5% | +1.0% |
| 3M | +2.5% | -9.5% | +12.0% | +5.7% |
| 6M | +11.1% | -0.7% | +11.8% | +10.8% |
| YTD | +17.2% | -1.2% | +18.3% | +16.8% |
| 1Y | +24.5% | -5.7% | +30.3% | +26.0% |
| 3Y | +75.4% | +3.7% | +71.7% | +69.5% |
| 5Y | +61.1% | -18.9% | +80.0% | +67.4% |
| All | +161.1% | +47.2% | +113.9% | +132.0% |
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 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