+55.9%
VFC vs UDR
+27.7%
+28.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -1.4% | -1.8% | +0.4% | +0.2% |
| 30D | +30.7% | +7.9% | +22.8% | +22.1% |
| 3M | +40.6% | -0.8% | +41.4% | +41.6% |
| 6M | +16.5% | 0.0% | +16.5% | +15.0% |
| YTD | +16.2% | +3.7% | +12.4% | +9.3% |
| 1Y | +42.4% | +8.5% | +33.9% | +27.3% |
| All | +55.9% | +27.7% | +28.2% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling