+225.7%
VIK vs UDR
+4.2%
+221.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -3.5% | +2.5% | +1.1% |
| 30D | -18.4% | -5.3% | -13.1% | -15.9% |
| 3M | -8.8% | -9.5% | +0.8% | -3.8% |
| 6M | +17.1% | -0.7% | +17.8% | +16.0% |
| YTD | +19.0% | -1.2% | +20.2% | +17.8% |
| 1Y | +30.1% | -5.7% | +35.9% | +33.1% |
| All | +225.7% | +4.2% | +221.5% | +216.8% |
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 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