+0.5%
UDN price history and return analytics
+66.2%
-65.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +1.6% | +4.5% | -3.0% | +0.7% |
| 6M | +1.0% | +14.1% | -13.0% | -1.4% |
| YTD | +0.5% | +14.8% | -14.2% | -2.0% |
| 1Y | +0.1% | +21.2% | -21.1% | -3.4% |
| 3Y | +13.0% | +76.6% | -63.5% | +0.1% |
| 5Y | +0.5% | +66.6% | -66.1% | -12.5% |
| All | +0.5% | +66.2% | -65.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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