+20.2%
VZ vs UDR
-18.0%
+38.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | +2.1% | +3.0% | -0.8% | +1.4% |
| 30D | +1.4% | +10.3% | -8.9% | -1.2% |
| 3M | -1.3% | -2.9% | +1.7% | -0.5% |
| 6M | -0.5% | +0.3% | -0.9% | -0.7% |
| YTD | +19.6% | +3.8% | +15.8% | +17.9% |
| 1Y | +22.4% | +12.7% | +9.6% | +17.8% |
| 3Y | +55.9% | +27.6% | +28.3% | +43.1% |
| All | +20.2% | -18.0% | +38.2% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling