+2,263.1%
VGT vs UDR
+445.8%
+1,817.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.6% |
| 30D | -0.3% | -5.6% | +5.3% | +1.6% |
| 3M | +3.4% | -5.8% | +9.1% | +5.0% |
| 6M | +35.0% | -1.1% | +36.1% | +34.5% |
| YTD | +28.8% | +1.6% | +27.2% | +26.9% |
| 1Y | +38.0% | -2.7% | +40.6% | +37.6% |
| 3Y | +125.8% | +6.3% | +119.5% | +116.1% |
| 5Y | +134.7% | -19.3% | +154.1% | +145.7% |
| 10Y | +792.6% | +46.0% | +746.6% | +641.5% |
| All | +2,263.1% | +445.8% | +1,817.3% | +1,053.9% |
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 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