+75.8%
VT vs UDR
+4.2%
+71.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -2.0% | +2.4% | +1.0% |
| 30D | +1.0% | -5.2% | +6.2% | +2.4% |
| 3M | +2.4% | -5.8% | +8.2% | +3.7% |
| 6M | +12.0% | -1.7% | +13.7% | +11.9% |
| YTD | +15.3% | +2.4% | +13.0% | +13.6% |
| 1Y | +22.6% | -2.1% | +24.7% | +22.4% |
| All | +75.8% | +4.2% | +71.5% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling