+1,277.6%
VFC vs UDR
+2,908.2%
-1,630.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.9% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | +25.5% | +7.8% | +17.7% | +21.9% |
| 3M | +41.3% | -2.8% | +44.1% | +43.0% |
| 6M | +22.2% | -1.4% | +23.7% | +22.7% |
| YTD | +16.4% | +3.4% | +13.0% | +14.4% |
| 1Y | +38.4% | +9.9% | +28.6% | +32.8% |
| 3Y | +56.2% | +28.5% | +27.7% | +43.8% |
| 5Y | -68.2% | -20.5% | -47.7% | -65.0% |
| 10Y | -48.4% | +54.2% | -102.6% | -54.9% |
| All | +1,277.6% | +2,908.2% | -1,630.6% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling