-50.0%
VTRS vs UDR
+47.2%
-97.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -3.5% | +1.3% | -0.7% |
| 30D | +3.3% | -5.3% | +8.6% | +5.6% |
| 3M | +2.0% | -9.5% | +11.5% | +6.3% |
| 6M | +19.9% | -0.7% | +20.6% | +20.1% |
| YTD | +35.7% | -1.2% | +36.9% | +36.0% |
| 1Y | +68.1% | -5.7% | +73.8% | +71.7% |
| 3Y | +87.1% | +3.7% | +83.4% | +82.8% |
| 5Y | +47.6% | -18.9% | +66.6% | +56.7% |
| All | -50.0% | +47.2% | -97.2% | -54.9% |
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