+80.0%
VICR vs UDR
+14.9%
+65.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.6% | -14.7% | -8.6% |
| 7D | -26.6% | +7.2% | -33.8% | -22.8% |
| 30D | -47.9% | +10.5% | -58.4% | -44.4% |
| 3M | -29.8% | -2.3% | -27.5% | -29.5% |
| 6M | -36.6% | +4.0% | -40.6% | -36.8% |
| YTD | +45.1% | +5.6% | +39.5% | +43.7% |
| 1Y | +80.0% | +13.0% | +67.0% | +69.8% |
| All | +80.0% | +14.9% | +65.1% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling