+908.7%
VZ vs UDR
+2,919.7%
-2,011.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | +2.1% | +3.0% | -0.8% | +1.5% |
| 30D | +1.4% | +10.3% | -8.9% | -0.9% |
| 3M | -1.3% | -2.9% | +1.7% | -0.6% |
| 6M | -0.5% | +0.3% | -0.9% | -0.8% |
| YTD | +19.6% | +3.8% | +15.8% | +18.2% |
| 1Y | +22.4% | +12.7% | +9.6% | +18.6% |
| 3Y | +55.9% | +27.6% | +28.3% | +45.7% |
| 5Y | +20.4% | -18.6% | +39.0% | +23.5% |
| 10Y | +66.9% | +52.4% | +14.5% | +45.0% |
| All | +908.7% | +2,919.7% | -2,011.0% | +386.2% |
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