+65.6%
VSH vs UDR
-20.3%
+85.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +3.1% | -3.4% | +6.5% | +4.9% |
| 30D | -5.7% | -5.4% | -0.3% | -3.2% |
| 3M | -42.5% | -10.0% | -32.5% | -40.1% |
| 6M | +82.7% | -2.5% | +85.2% | +81.2% |
| YTD | +118.2% | -1.1% | +119.4% | +114.4% |
| 1Y | +109.7% | -3.9% | +113.6% | +109.0% |
| 3Y | +35.3% | +3.4% | +31.8% | +30.8% |
| 5Y | +65.6% | -18.9% | +84.5% | +82.5% |
| All | +65.6% | -20.3% | +85.9% | +82.5% |
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