+348.0%
VT vs UDR
+260.2%
+87.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -4.2% | +4.5% | -8.7% | -5.7% |
| 30D | -5.8% | +9.6% | -15.4% | -9.0% |
| 3M | -5.2% | -2.7% | -2.5% | -4.5% |
| 6M | +0.1% | +1.8% | -1.7% | -1.0% |
| YTD | +8.2% | +5.0% | +3.2% | +5.4% |
| 1Y | +10.1% | +12.1% | -1.9% | +4.7% |
| 3Y | +69.7% | +26.2% | +43.5% | +52.5% |
| 5Y | +53.4% | -17.6% | +71.0% | +59.3% |
| 10Y | +219.2% | +54.2% | +165.0% | +153.9% |
| All | +348.0% | +260.2% | +87.9% | +131.4% |
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 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