+58.6%
VT vs UDR
-19.0%
+77.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.1% | +2.0% | -2.2% | -0.8% |
| 30D | -3.1% | +7.9% | -11.0% | -5.7% |
| 3M | -3.5% | -1.5% | -2.0% | -3.1% |
| 6M | +0.5% | +0.9% | -0.4% | -0.5% |
| YTD | +10.8% | +4.0% | +6.8% | +8.1% |
| 1Y | +11.9% | +10.4% | +1.5% | +6.6% |
| 3Y | +73.0% | +26.9% | +46.1% | +52.9% |
| 5Y | +58.6% | -19.4% | +78.0% | +68.5% |
| All | +58.6% | -19.0% | +77.6% | +68.5% |
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