-21.3%
UDR vs VSXY
+33.4%
-54.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.5% |
| 7D | -3.4% | -0.3% | -3.0% | -3.4% |
| 30D | -5.4% | -22.1% | +16.6% | -3.9% |
| 3M | -10.0% | -1.1% | -8.8% | -10.1% |
| 6M | -2.5% | +53.8% | -56.4% | -6.8% |
| YTD | -1.1% | +35.5% | -36.6% | -4.8% |
| 1Y | -3.9% | +186.0% | -189.9% | -13.6% |
| 3Y | +3.4% | +343.2% | -339.7% | -15.3% |
| 5Y | -18.9% | +19.0% | -37.9% | -26.6% |
| All | -21.3% | +33.4% | -54.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling