+25.5%
VZ vs UDR
-19.6%
+45.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.6% |
| 30D | +7.9% | -5.2% | +13.1% | +9.4% |
| 3M | +13.6% | -5.8% | +19.4% | +15.4% |
| 6M | +1.1% | -1.7% | +2.8% | +1.4% |
| YTD | +29.3% | +2.4% | +26.9% | +27.9% |
| 1Y | +21.2% | -2.1% | +23.4% | +21.4% |
| 3Y | +75.9% | +4.2% | +71.7% | +71.6% |
| All | +25.5% | -19.6% | +45.1% | +29.5% |
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