+387.0%
VIAV vs UDR
+47.3%
+339.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | +11.2% | -3.4% | +14.6% | +12.6% |
| 30D | -2.6% | -5.4% | +2.8% | -0.7% |
| 3M | -20.1% | -10.0% | -10.2% | -17.5% |
| 6M | +25.8% | -2.5% | +28.4% | +25.5% |
| YTD | +109.9% | -1.1% | +111.0% | +107.3% |
| 1Y | +214.3% | -3.9% | +218.2% | +213.6% |
| 3Y | +281.6% | +3.4% | +278.2% | +262.4% |
| 5Y | +132.6% | -18.9% | +151.5% | +141.0% |
| All | +387.0% | +47.3% | +339.7% | +325.9% |
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 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