+285.9%
VRSN vs UDR
+47.3%
+238.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.5% | -3.4% | +1.8% | -0.3% |
| 30D | +0.7% | -5.4% | +6.1% | +2.7% |
| 3M | +0.6% | -10.0% | +10.5% | +4.3% |
| 6M | +21.7% | -2.5% | +24.3% | +22.6% |
| YTD | +20.0% | -1.1% | +21.1% | +19.9% |
| 1Y | +3.2% | -3.9% | +7.1% | +4.1% |
| 3Y | +42.4% | +3.4% | +38.9% | +37.8% |
| 5Y | +33.0% | -18.9% | +51.9% | +39.7% |
| All | +285.9% | +47.3% | +238.6% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling