+137.9%
VGT vs UDR
-20.2%
+158.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.2% | -3.5% | +3.3% | +1.2% |
| 30D | -0.4% | -5.3% | +4.9% | +1.6% |
| 3M | +4.4% | -9.5% | +14.0% | +7.9% |
| 6M | +32.1% | -0.7% | +32.7% | +30.7% |
| YTD | +28.8% | -1.2% | +30.0% | +27.4% |
| 1Y | +35.3% | -5.7% | +41.1% | +36.5% |
| 3Y | +124.8% | +3.7% | +121.0% | +112.5% |
| All | +137.9% | -20.2% | +158.1% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling