+183.8%
VXUS vs UDR
+168.4%
+15.4%
-36.0%
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 | +1.0% | -2.0% | +3.0% | +1.8% |
| 30D | +2.2% | -5.2% | +7.4% | +4.2% |
| 3M | +3.0% | -5.8% | +8.7% | +4.8% |
| 6M | +10.7% | -1.7% | +12.3% | +10.7% |
| YTD | +17.8% | +2.4% | +15.5% | +15.9% |
| 1Y | +27.6% | -2.1% | +29.7% | +27.3% |
| 3Y | +73.3% | +4.2% | +69.1% | +66.5% |
| 5Y | +54.3% | -20.0% | +74.3% | +61.5% |
| 10Y | +149.8% | +44.6% | +105.2% | +93.2% |
| All | +183.8% | +168.4% | +15.4% | +49.0% |
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