+113.0%
VWO vs UDR
+47.2%
+65.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.8% | -3.5% | +1.7% | -0.8% |
| 30D | -0.1% | -5.3% | +5.2% | +1.3% |
| 3M | +2.2% | -9.5% | +11.8% | +4.8% |
| 6M | +8.8% | -0.7% | +9.4% | +8.4% |
| YTD | +12.4% | -1.2% | +13.6% | +12.0% |
| 1Y | +15.6% | -5.7% | +21.3% | +16.6% |
| 3Y | +62.5% | +3.7% | +58.8% | +57.6% |
| 5Y | +34.3% | -18.9% | +53.2% | +38.0% |
| All | +113.0% | +47.2% | +65.8% | +84.1% |
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 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