+96.3%
VTR vs UDR
+47.2%
+49.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.3% | -3.5% | +3.2% | +2.7% |
| 30D | +1.1% | -5.3% | +6.4% | +5.9% |
| 3M | +7.9% | -9.5% | +17.4% | +17.5% |
| 6M | +6.2% | -0.7% | +6.8% | +6.2% |
| YTD | +17.7% | -1.2% | +18.9% | +17.5% |
| 1Y | +32.9% | -5.7% | +38.6% | +37.6% |
| 3Y | +129.7% | +3.7% | +126.0% | +109.3% |
| 5Y | +89.3% | -18.9% | +108.2% | +112.3% |
| All | +96.3% | +47.2% | +49.1% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling