+46.8%
VMC vs UDR
-20.3%
+67.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -3.7% | -3.4% | -0.3% | -2.2% |
| 30D | -12.8% | -5.4% | -7.3% | -10.6% |
| 3M | -7.9% | -10.0% | +2.0% | -3.5% |
| 6M | -7.5% | -2.5% | -5.0% | -6.6% |
| YTD | -11.6% | -1.1% | -10.5% | -11.6% |
| 1Y | -14.3% | -3.9% | -10.4% | -13.2% |
| 3Y | +18.5% | +3.4% | +15.1% | +13.2% |
| 5Y | +46.8% | -18.9% | +65.6% | +60.2% |
| All | +46.8% | -20.3% | +67.0% | +60.2% |
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