+53.4%
VT vs UDR
-18.0%
+71.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.3% | +3.0% | -5.3% | -3.3% |
| 30D | -5.0% | +10.3% | -15.2% | -8.2% |
| 3M | -4.9% | -2.9% | -2.0% | -4.0% |
| 6M | -1.5% | +0.3% | -1.9% | -2.3% |
| YTD | +8.5% | +3.8% | +4.7% | +6.0% |
| 1Y | +11.4% | +12.7% | -1.4% | +5.2% |
| 3Y | +70.1% | +27.6% | +42.5% | +50.0% |
| All | +53.4% | -18.0% | +71.4% | +62.3% |
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