-79.0%
VFC vs UDR
-20.7%
-58.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -0.6% |
| 7D | -2.3% | -3.3% | +0.9% | +0.3% |
| 30D | -13.4% | -5.6% | -7.7% | -9.2% |
| 3M | -23.7% | -9.4% | -14.3% | -17.8% |
| 6M | -24.5% | -3.0% | -21.5% | -23.7% |
| YTD | -27.8% | -0.4% | -27.5% | -29.0% |
| 1Y | -13.5% | -5.1% | -8.3% | -11.1% |
| 3Y | -27.1% | +4.2% | -31.3% | -30.0% |
| 5Y | -79.0% | -19.5% | -59.5% | -76.7% |
| All | -79.0% | -20.7% | -58.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling