+377.4%
VT vs UDR
+251.1%
+126.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -2.0% | +2.4% | +1.2% |
| 30D | +1.0% | -5.2% | +6.2% | +2.9% |
| 3M | +2.4% | -5.8% | +8.2% | +4.3% |
| 6M | +12.0% | -1.7% | +13.7% | +12.1% |
| YTD | +15.3% | +2.4% | +13.0% | +13.5% |
| 1Y | +22.6% | -2.1% | +24.7% | +22.4% |
| 3Y | +74.7% | +4.2% | +70.5% | +68.4% |
| 5Y | +66.1% | -20.0% | +86.1% | +74.4% |
| 10Y | +225.0% | +44.6% | +180.4% | +164.5% |
| All | +377.4% | +251.1% | +126.3% | +149.2% |
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