+3,437.2%
VMC vs UDR
+2,908.2%
+529.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +15.5% | +7.8% | +7.7% | +12.2% |
| 3M | +0.6% | -2.8% | +3.4% | +1.8% |
| 6M | +2.1% | -1.4% | +3.5% | +2.6% |
| YTD | -1.6% | +3.4% | -5.0% | -3.2% |
| 1Y | -1.2% | +9.9% | -11.0% | -5.2% |
| 3Y | +35.3% | +28.5% | +6.8% | +20.5% |
| 5Y | +43.6% | -20.5% | +64.1% | +53.1% |
| 10Y | +126.7% | +54.2% | +72.5% | +82.4% |
| All | +3,437.2% | +2,908.2% | +529.0% | +1,448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling