-50.2%
VFC vs UDR
+53.3%
-103.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.1% |
| 7D | -1.4% | -2.4% | +1.0% | +0.3% |
| 30D | +24.6% | +6.7% | +18.0% | +19.1% |
| 3M | +38.4% | -1.8% | +40.2% | +40.2% |
| 6M | +15.3% | -1.8% | +17.1% | +16.0% |
| YTD | +12.7% | +2.5% | +10.2% | +9.3% |
| 1Y | +32.7% | +7.9% | +24.8% | +23.9% |
| 3Y | +43.7% | +25.1% | +18.6% | +24.4% |
| 5Y | -69.2% | -21.2% | -48.0% | -64.4% |
| All | -50.2% | +53.3% | -103.6% | -58.4% |
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