+1.5%
VSAT vs UDR
+47.2%
-45.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -1.3% | -3.5% | +2.1% | +0.9% |
| 30D | -14.8% | -5.3% | -9.5% | -12.0% |
| 3M | +2.2% | -9.5% | +11.7% | +7.6% |
| 6M | +60.2% | -0.7% | +60.8% | +59.1% |
| YTD | +115.6% | -1.2% | +116.8% | +114.1% |
| 1Y | +132.9% | -5.7% | +138.6% | +137.7% |
| 3Y | +216.1% | +3.7% | +212.3% | +197.8% |
| 5Y | +52.9% | -18.9% | +71.9% | +65.1% |
| All | +1.5% | +47.2% | -45.7% | -15.1% |
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