+24.3%
VZ vs UDR
-2.7%
+27.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.6% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | +7.1% | -5.6% | +12.7% | +7.8% |
| 3M | +12.8% | -5.8% | +18.6% | +13.8% |
| 6M | +1.8% | -1.1% | +2.9% | +2.8% |
| YTD | +30.0% | +1.6% | +28.4% | +30.0% |
| 1Y | +24.3% | -2.7% | +27.0% | +29.7% |
| All | +24.3% | -2.7% | +27.0% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling