-22.4%
VFC vs UDR
+4.1%
-26.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.4% |
| 7D | -2.3% | -3.3% | +0.9% | +0.6% |
| 30D | -13.4% | -5.6% | -7.7% | -8.7% |
| 3M | -23.7% | -9.4% | -14.3% | -17.2% |
| 6M | -24.5% | -3.0% | -21.5% | -23.7% |
| YTD | -27.8% | -0.4% | -27.5% | -29.5% |
| 1Y | -13.5% | -5.1% | -8.3% | -10.9% |
| All | -22.4% | +4.1% | -26.6% | -32.5% |
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