+561.7%
VTRS vs UDR
+2,776.7%
-2,215.1%
-88.7%
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% | -0.5% |
| 7D | -3.3% | -3.4% | +0.1% | -2.3% |
| 30D | +1.4% | -5.4% | +6.8% | +3.0% |
| 3M | +4.6% | -10.0% | +14.6% | +7.8% |
| 6M | +18.1% | -2.5% | +20.6% | +18.8% |
| YTD | +34.7% | -1.1% | +35.8% | +34.9% |
| 1Y | +65.6% | -3.9% | +69.5% | +67.3% |
| 3Y | +83.8% | +3.4% | +80.3% | +81.3% |
| 5Y | +46.5% | -18.9% | +65.4% | +53.5% |
| 10Y | -48.6% | +46.8% | -95.4% | -55.0% |
| All | +561.7% | +2,776.7% | -2,215.1% | +199.1% |
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