+1,187.3%
VUG vs UDR
+455.4%
+731.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -6.3% | +7.8% | -14.0% | -8.7% |
| 3M | -6.0% | -2.8% | -3.3% | -5.4% |
| 6M | -3.5% | -1.4% | -2.1% | -3.6% |
| YTD | +3.9% | +3.4% | +0.5% | +1.9% |
| 1Y | +5.1% | +9.9% | -4.8% | +0.9% |
| 3Y | +77.9% | +28.5% | +49.4% | +60.1% |
| 5Y | +62.4% | -20.5% | +82.9% | +70.7% |
| 10Y | +399.4% | +54.2% | +345.2% | +310.0% |
| All | +1,187.3% | +455.4% | +731.9% | +544.2% |
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