+34.0%
VSH vs UDR
+4.1%
+29.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.8% |
| 7D | +3.5% | -3.3% | +6.8% | +5.4% |
| 30D | -4.4% | -5.6% | +1.3% | -1.5% |
| 3M | -45.8% | -9.4% | -36.4% | -43.6% |
| 6M | +90.1% | -3.0% | +93.1% | +88.0% |
| YTD | +120.3% | -0.4% | +120.7% | +113.3% |
| 1Y | +112.2% | -5.1% | +117.4% | +112.8% |
| All | +34.0% | +4.1% | +29.9% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling