-51.4%
VG vs UDR
-1.6%
-49.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -22.0% | +3.0% | -25.0% | -22.7% |
| 30D | -11.6% | +10.3% | -21.9% | -14.3% |
| 3M | -14.9% | -2.9% | -12.0% | -14.1% |
| 6M | -3.5% | +0.3% | -3.9% | -4.3% |
| YTD | +70.0% | +3.8% | +66.2% | +66.3% |
| 1Y | +50.0% | +12.7% | +37.3% | +38.1% |
| All | -51.4% | -1.6% | -49.7% | -29.9% |
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