+1,250.4%
VUG vs UDR
+449.9%
+800.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -2.0% | +1.9% | +0.6% |
| 30D | -0.3% | -5.2% | +4.9% | +1.4% |
| 3M | -0.7% | -5.8% | +5.1% | +1.0% |
| 6M | +14.6% | -1.7% | +16.3% | +14.7% |
| YTD | +9.0% | +2.4% | +6.7% | +7.4% |
| 1Y | +14.9% | -2.1% | +17.0% | +14.6% |
| 3Y | +86.0% | +4.2% | +81.8% | +79.8% |
| 5Y | +76.7% | -20.0% | +96.7% | +85.4% |
| 10Y | +411.3% | +44.6% | +366.7% | +328.6% |
| All | +1,250.4% | +449.9% | +800.5% | +579.1% |
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