-20.7%
UDR vs VSXY
+37.7%
-58.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.7% |
| 7D | -3.3% | -10.7% | +7.5% | -2.6% |
| 30D | -5.6% | -24.3% | +18.6% | -3.9% |
| 3M | -9.4% | +1.0% | -10.4% | -9.7% |
| 6M | -3.0% | +57.4% | -60.3% | -7.3% |
| YTD | -0.4% | +39.8% | -40.2% | -4.3% |
| 1Y | -5.1% | +196.5% | -201.6% | -15.0% |
| 3Y | +4.2% | +357.2% | -353.0% | -14.9% |
| 5Y | -19.5% | +18.9% | -38.4% | -27.3% |
| All | -20.7% | +37.7% | -58.4% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling