+278.5%
VIAV vs UDR
+3.4%
+275.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.4% |
| 7D | +11.2% | -3.4% | +14.6% | +12.0% |
| 30D | -2.6% | -5.4% | +2.8% | -1.6% |
| 3M | -20.1% | -10.0% | -10.2% | -18.8% |
| 6M | +25.8% | -2.5% | +28.4% | +24.3% |
| YTD | +109.9% | -1.1% | +111.0% | +105.6% |
| 1Y | +214.3% | -3.9% | +218.2% | +210.8% |
| All | +278.5% | +3.4% | +275.2% | +220.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling