-49.4%
VG vs UDR
-1.4%
-48.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.7% | +2.0% | -9.7% | -8.2% |
| 30D | -8.8% | +7.9% | -16.7% | -10.9% |
| 3M | -15.6% | -1.5% | -14.2% | -15.2% |
| 6M | +5.2% | +0.9% | +4.3% | +4.2% |
| YTD | +76.9% | +4.0% | +72.9% | +73.0% |
| 1Y | +42.5% | +10.4% | +32.1% | +33.4% |
| All | -49.4% | -1.4% | -48.0% | -27.1% |
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