-100.0%
VIVK vs UDR
-20.1%
-79.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -9.5% | -3.4% | -6.1% | -8.4% |
| 30D | -35.1% | -5.4% | -29.7% | -33.9% |
| 3M | -93.4% | -10.0% | -83.4% | -93.1% |
| 6M | -98.0% | -2.5% | -95.4% | -98.0% |
| YTD | -97.9% | -1.1% | -96.7% | -97.8% |
| 1Y | -100.0% | -3.9% | -96.1% | -100.0% |
| 3Y | -100.0% | +3.4% | -103.4% | -100.0% |
| All | -100.0% | -20.1% | -79.9% | -100.0% |
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