+3,227.9%
VMC vs UDR
+2,878.3%
+349.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -4.3% | -2.0% | -2.3% | -3.6% |
| 30D | -8.2% | -5.2% | -3.1% | -6.4% |
| 3M | -7.0% | -5.8% | -1.3% | -4.9% |
| 6M | -10.8% | -1.7% | -9.1% | -10.3% |
| YTD | -7.4% | +2.4% | -9.8% | -8.6% |
| 1Y | -9.5% | -2.1% | -7.4% | -9.3% |
| 3Y | +20.5% | +4.2% | +16.3% | +16.2% |
| 5Y | +51.6% | -20.0% | +71.6% | +61.1% |
| 10Y | +150.0% | +44.6% | +105.4% | +105.6% |
| All | +3,227.9% | +2,878.3% | +349.7% | +1,361.4% |
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