+1,474.1%
VTR vs UDR
+1,113.2%
+360.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -2.4% | -2.1% | -0.3% | -0.9% |
| 30D | -3.7% | -5.6% | +1.9% | +0.5% |
| 3M | +13.5% | -5.8% | +19.3% | +18.6% |
| 6M | +7.2% | -1.1% | +8.3% | +7.7% |
| YTD | +17.6% | +1.6% | +16.0% | +15.2% |
| 1Y | +35.4% | -2.7% | +38.1% | +36.3% |
| 3Y | +132.8% | +6.3% | +126.5% | +114.1% |
| 5Y | +88.7% | -19.3% | +108.0% | +110.7% |
| 10Y | +87.6% | +46.0% | +41.6% | +43.7% |
| All | +1,474.1% | +1,113.2% | +360.9% | +286.0% |
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