+57.5%
VT vs UDR
-20.8%
+78.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | +2.4% | -0.4% | +2.7% | +2.5% |
| 30D | -1.5% | +7.8% | -9.3% | -4.1% |
| 3M | -4.1% | -2.8% | -1.3% | -3.3% |
| 6M | +0.6% | -1.4% | +2.0% | +0.5% |
| YTD | +11.0% | +3.4% | +7.6% | +8.6% |
| 1Y | +13.3% | +9.9% | +3.5% | +8.1% |
| 3Y | +73.4% | +28.5% | +44.9% | +52.3% |
| All | +57.5% | -20.8% | +78.3% | +69.9% |
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