-69.9%
VFC vs UDR
+47.3%
-117.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.0% |
| 7D | -3.3% | -3.4% | +0.1% | -0.9% |
| 30D | -14.0% | -5.4% | -8.6% | -10.6% |
| 3M | -22.6% | -10.0% | -12.6% | -17.1% |
| 6M | -24.7% | -2.5% | -22.2% | -24.2% |
| YTD | -29.0% | -1.1% | -27.8% | -29.4% |
| 1Y | -13.8% | -3.9% | -9.9% | -12.4% |
| 3Y | -28.2% | +3.4% | -31.7% | -29.5% |
| 5Y | -79.0% | -18.9% | -60.1% | -76.2% |
| All | -69.9% | +47.3% | -117.1% | -74.1% |
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