+2,545.5%
VRT vs UDR
+23.8%
+2,521.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.0% | -7.6% | -8.7% |
| 7D | +2.4% | -3.3% | +5.7% | +4.0% |
| 30D | -2.7% | -5.6% | +3.0% | -0.3% |
| 3M | -9.2% | -9.4% | +0.2% | -6.0% |
| 6M | -0.5% | -3.0% | +2.4% | -0.7% |
| YTD | +62.3% | -0.4% | +62.7% | +59.9% |
| 1Y | +109.6% | -5.1% | +114.7% | +110.2% |
| 3Y | +573.1% | +4.2% | +568.9% | +533.0% |
| 5Y | +953.6% | -19.5% | +973.2% | +1,027.1% |
| All | +2,545.5% | +23.8% | +2,521.7% | +2,447.6% |
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 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