+2,723.0%
VRT vs UDR
+27.3%
+2,695.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | +9.1% | -2.0% | +11.1% | +10.1% |
| 30D | +0.9% | -5.2% | +6.1% | +3.2% |
| 3M | -13.4% | -5.8% | -7.6% | -12.1% |
| 6M | +11.7% | -1.7% | +13.4% | +10.8% |
| YTD | +73.2% | +2.4% | +70.9% | +68.5% |
| 1Y | +123.4% | -2.1% | +125.5% | +120.8% |
| 3Y | +606.2% | +4.2% | +602.0% | +565.2% |
| 5Y | +899.9% | -20.0% | +919.9% | +969.4% |
| All | +2,723.0% | +27.3% | +2,695.8% | +2,584.6% |
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