+111.1%
VSH vs UDR
+54.6%
+56.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.7% |
| 7D | +14.3% | -0.4% | +14.7% | +14.6% |
| 30D | -7.9% | +7.8% | -15.6% | -11.8% |
| 3M | -19.9% | -2.8% | -17.1% | -19.3% |
| 6M | -30.5% | -1.4% | -29.1% | -31.4% |
| YTD | +85.7% | +3.4% | +82.3% | +77.8% |
| 1Y | +98.9% | +9.9% | +89.1% | +83.8% |
| 3Y | +32.1% | +28.5% | +3.6% | +13.1% |
| 5Y | +39.7% | -20.5% | +60.2% | +51.5% |
| All | +111.1% | +54.6% | +56.5% | +80.9% |
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 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