+40.7%
VICR vs UDR
-20.1%
+60.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.8% |
| 7D | -0.4% | -3.4% | +3.0% | +1.5% |
| 30D | -15.6% | -5.4% | -10.1% | -13.3% |
| 3M | -35.4% | -10.0% | -25.4% | -32.8% |
| 6M | +1.3% | -2.5% | +3.8% | -0.3% |
| YTD | +62.5% | -1.1% | +63.6% | +57.1% |
| 1Y | +255.5% | -3.9% | +259.4% | +249.3% |
| 3Y | +182.0% | +3.4% | +178.5% | +153.2% |
| All | +40.7% | -20.1% | +60.8% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling