+789.2%
VGT vs UDR
+47.3%
+742.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.0% | -3.4% | +2.3% | +0.3% |
| 30D | -0.4% | -5.4% | +5.0% | +1.6% |
| 3M | +6.6% | -10.0% | +16.6% | +10.4% |
| 6M | +31.0% | -2.5% | +33.6% | +31.0% |
| YTD | +27.2% | -1.1% | +28.4% | +26.3% |
| 1Y | +34.5% | -3.9% | +38.3% | +34.6% |
| 3Y | +123.1% | +3.4% | +119.7% | +113.6% |
| 5Y | +135.1% | -18.9% | +154.0% | +146.7% |
| All | +789.2% | +47.3% | +742.0% | +684.2% |
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