+990.1%
VZ vs UDR
+2,878.3%
-1,888.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | +7.9% | -5.2% | +13.1% | +9.2% |
| 3M | +13.6% | -5.8% | +19.4% | +15.2% |
| 6M | +1.1% | -1.7% | +2.8% | +1.3% |
| YTD | +29.3% | +2.4% | +26.9% | +28.2% |
| 1Y | +21.2% | -2.1% | +23.4% | +21.3% |
| 3Y | +75.9% | +4.2% | +71.7% | +72.2% |
| 5Y | +24.1% | -20.0% | +44.1% | +27.7% |
| 10Y | +62.4% | +44.6% | +17.7% | +42.7% |
| All | +990.1% | +2,878.3% | -1,888.2% | +427.3% |
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