+47.1%
VSAT vs UDR
-20.7%
+67.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -5.0% | -5.7% |
| 7D | +3.5% | -3.3% | +6.7% | +5.7% |
| 30D | -14.7% | -5.6% | -9.1% | -11.7% |
| 3M | +13.2% | -9.4% | +22.6% | +19.0% |
| 6M | +57.4% | -3.0% | +60.3% | +58.2% |
| YTD | +110.0% | -0.4% | +110.4% | +106.5% |
| 1Y | +134.4% | -5.1% | +139.5% | +137.9% |
| 3Y | +203.5% | +4.2% | +199.3% | +177.0% |
| 5Y | +47.1% | -19.5% | +66.7% | +45.8% |
| All | +47.1% | -20.7% | +67.8% | +45.8% |
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