+1,431.0%
VICR vs UDR
+47.3%
+1,383.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.8% |
| 7D | -0.4% | -3.4% | +3.0% | +1.4% |
| 30D | -15.6% | -5.4% | -10.1% | -13.4% |
| 3M | -35.4% | -10.0% | -25.4% | -32.9% |
| 6M | +1.3% | -2.5% | +3.8% | +0.4% |
| YTD | +62.5% | -1.1% | +63.6% | +58.7% |
| 1Y | +255.5% | -3.9% | +259.4% | +251.9% |
| 3Y | +182.0% | +3.4% | +178.5% | +163.7% |
| 5Y | +42.9% | -18.9% | +61.8% | +51.3% |
| All | +1,431.0% | +47.3% | +1,383.7% | +1,150.3% |
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 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