+24.9%
VTEB vs UDR
+60.9%
-36.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -1.0% |
| 30D | -2.9% | -5.4% | +2.6% | -2.6% |
| 3M | -3.2% | -10.0% | +6.8% | -2.6% |
| 6M | -2.6% | -2.5% | -0.1% | -2.6% |
| YTD | -1.8% | -1.1% | -0.7% | -1.9% |
| 1Y | +0.2% | -3.9% | +4.1% | +0.3% |
| 3Y | +8.2% | +3.4% | +4.8% | +7.6% |
| 5Y | +0.8% | -18.9% | +19.7% | +1.2% |
| 10Y | +17.7% | +46.8% | -29.1% | +14.9% |
| All | +24.9% | +60.9% | -36.0% | +22.6% |
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