+213.8%
VICR vs UDR
+3.3%
+210.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.2% | +11.2% |
| 7D | +5.0% | -3.5% | +8.4% | +6.0% |
| 30D | -12.5% | -5.3% | -7.2% | -11.3% |
| 3M | -33.6% | -9.5% | -24.1% | -32.5% |
| 6M | +10.7% | -0.7% | +11.3% | +7.6% |
| YTD | +80.6% | -1.2% | +81.8% | +74.5% |
| 1Y | +288.4% | -5.7% | +294.1% | +284.9% |
| 3Y | +213.8% | +3.7% | +210.1% | +169.1% |
| All | +213.8% | +3.3% | +210.5% | +169.1% |
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