+65.5%
VZ vs UDR
+54.2%
+11.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | +2.2% | +2.2% | 0.0% | +1.6% |
| 30D | +10.6% | +8.0% | +2.5% | +8.3% |
| 3M | -0.6% | -3.3% | +2.6% | +0.2% |
| 6M | +0.7% | +1.0% | -0.3% | +0.3% |
| YTD | +20.6% | +4.2% | +16.4% | +18.7% |
| 1Y | +22.7% | +10.8% | +11.9% | +18.7% |
| 3Y | +57.2% | +30.1% | +27.1% | +44.0% |
| 5Y | +21.4% | -18.9% | +40.3% | +25.3% |
| 10Y | +65.5% | +53.4% | +12.1% | +39.9% |
| All | +65.5% | +54.2% | +11.3% | +39.9% |
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