+150.1%
VXUS vs UDR
+44.7%
+105.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | +0.3% | -3.3% | +3.5% | +1.3% |
| 30D | +0.7% | -5.6% | +6.3% | +2.5% |
| 3M | +4.8% | -9.4% | +14.2% | +7.8% |
| 6M | +11.3% | -3.0% | +14.3% | +11.8% |
| YTD | +16.5% | -0.4% | +16.9% | +15.8% |
| 1Y | +24.3% | -5.1% | +29.4% | +25.3% |
| 3Y | +74.5% | +4.2% | +70.3% | +68.6% |
| 5Y | +54.3% | -19.5% | +73.9% | +60.2% |
| 10Y | +150.1% | +47.9% | +102.2% | +119.4% |
| All | +150.1% | +44.7% | +105.4% | +119.4% |
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