+1,024.4%
VRT vs UDR
-18.0%
+1,042.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | +13.6% | -2.1% | +15.7% | +14.8% |
| 30D | +6.8% | -5.6% | +12.4% | +9.7% |
| 3M | -3.2% | -5.8% | +2.6% | -1.6% |
| 6M | +20.3% | -1.1% | +21.5% | +18.4% |
| YTD | +79.6% | +1.6% | +78.0% | +73.6% |
| 1Y | +139.0% | -2.7% | +141.7% | +135.9% |
| 3Y | +644.6% | +6.3% | +638.3% | +570.8% |
| 5Y | +1,024.4% | -19.3% | +1,043.7% | +1,203.5% |
| All | +1,024.4% | -18.0% | +1,042.4% | +1,203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling