-8.2%
VFC vs UDR
-1.4%
-6.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -1.6% | -2.0% | +0.4% | -0.7% |
| 30D | -11.6% | -5.2% | -6.4% | -9.4% |
| 3M | -18.1% | -5.8% | -12.3% | -16.2% |
| 6M | -27.4% | -1.7% | -25.7% | -26.7% |
| YTD | -24.8% | +2.4% | -27.2% | -27.2% |
| 1Y | -8.2% | -2.1% | -6.1% | -8.8% |
| All | -8.2% | -1.4% | -6.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling