+382.8%
VNQ vs UDR
+374.5%
+8.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.3% |
| 7D | -2.6% | -3.4% | +0.8% | -0.1% |
| 30D | -2.3% | -5.4% | +3.1% | +1.8% |
| 3M | -2.8% | -10.0% | +7.2% | +5.0% |
| 6M | +2.5% | -2.5% | +5.0% | +3.9% |
| YTD | +8.4% | -1.1% | +9.6% | +8.2% |
| 1Y | +6.8% | -3.9% | +10.7% | +8.6% |
| 3Y | +29.9% | +3.4% | +26.5% | +22.8% |
| 5Y | +7.2% | -18.9% | +26.1% | +20.5% |
| 10Y | +62.5% | +46.8% | +15.7% | +9.1% |
| All | +382.8% | +374.5% | +8.3% | +15.6% |
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