-100.0%
VIVK vs UDR
-3.8%
-96.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.4% | -3.5% | -0.9% | -3.6% |
| 30D | -40.8% | -5.3% | -35.5% | -40.2% |
| 3M | -94.1% | -9.5% | -84.6% | -93.9% |
| 6M | -98.2% | -0.7% | -97.5% | -98.1% |
| YTD | -98.0% | -1.2% | -96.8% | -97.9% |
| 1Y | -100.0% | -5.7% | -94.2% | -99.9% |
| All | -100.0% | -3.8% | -96.2% | -99.9% |
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