+2,010.2%
VRT vs UDR
+27.4%
+1,982.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +18.6% | -2.4% | +21.0% | +19.8% |
| 30D | -11.7% | +6.7% | -18.3% | -14.6% |
| 3M | -27.3% | -1.8% | -25.5% | -27.2% |
| 6M | -42.9% | -1.8% | -41.1% | -43.6% |
| YTD | +29.5% | +2.5% | +27.0% | +25.2% |
| 1Y | +21.0% | +7.9% | +13.1% | +14.1% |
| 3Y | +403.1% | +25.1% | +378.0% | +329.4% |
| 5Y | +688.8% | -21.2% | +710.0% | +744.5% |
| All | +2,010.2% | +27.4% | +1,982.7% | +1,894.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling