+25.3%
VSAT vs UDR
-20.8%
+46.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.4% |
| 7D | +5.9% | -0.4% | +6.3% | +6.2% |
| 30D | +9.7% | +7.8% | +1.9% | +4.0% |
| 3M | -18.3% | -2.8% | -15.5% | -17.6% |
| 6M | -4.1% | -1.4% | -2.6% | -5.2% |
| YTD | +96.5% | +3.4% | +93.1% | +87.4% |
| 1Y | +89.3% | +9.9% | +79.4% | +72.7% |
| 3Y | +270.1% | +28.5% | +241.5% | +190.4% |
| All | +25.3% | -20.8% | +46.1% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling