-46.6%
VG vs UDR
-1.7%
-44.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +5.5% | -1.8% | +7.3% | +5.9% |
| 30D | -3.6% | +7.9% | -11.5% | -5.8% |
| 3M | -4.0% | -0.8% | -3.2% | -3.8% |
| 6M | +9.4% | 0.0% | +9.4% | +8.6% |
| YTD | +86.6% | +3.7% | +82.9% | +82.6% |
| 1Y | +69.5% | +8.5% | +61.0% | +60.6% |
| All | -46.6% | -1.7% | -44.9% | -23.0% |
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