+1,234.3%
VFC vs UDR
+2,882.6%
-1,648.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.5% |
| 30D | +24.6% | +6.7% | +18.0% | +21.6% |
| 3M | +38.4% | -1.8% | +40.2% | +39.5% |
| 6M | +15.3% | -1.8% | +17.1% | +15.9% |
| YTD | +12.7% | +2.5% | +10.2% | +11.1% |
| 1Y | +32.7% | +7.9% | +24.8% | +28.2% |
| 3Y | +43.7% | +25.1% | +18.6% | +33.7% |
| 5Y | -69.2% | -21.2% | -48.0% | -66.0% |
| 10Y | -50.0% | +52.9% | -102.9% | -56.2% |
| All | +1,234.3% | +2,882.6% | -1,648.3% | +424.4% |
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 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