-44.1%
VG vs UDR
-2.9%
-41.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +15.1% | -2.4% | +17.5% | +15.7% |
| 30D | -4.2% | +6.7% | -10.9% | -6.2% |
| 3M | -3.1% | -1.8% | -1.3% | -2.7% |
| 6M | +0.3% | -1.8% | +2.1% | +0.1% |
| YTD | +95.5% | +2.5% | +93.0% | +91.7% |
| 1Y | +64.4% | +7.9% | +56.5% | +55.6% |
| All | -44.1% | -2.9% | -41.2% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling