+1,205.2%
VST vs UDR
+54.2%
+1,151.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +7.0% | +7.2% |
| 7D | -0.5% | +2.2% | -2.7% | -1.7% |
| 30D | -17.1% | +8.0% | -25.1% | -20.2% |
| 3M | -4.6% | -3.3% | -1.3% | -3.8% |
| 6M | -9.1% | +1.0% | -10.1% | -10.6% |
| YTD | -16.6% | +4.2% | -20.8% | -19.4% |
| 1Y | -29.5% | +10.8% | -40.3% | -34.0% |
| 3Y | +297.5% | +30.1% | +267.4% | +236.2% |
| 5Y | +654.5% | -18.9% | +673.5% | +692.2% |
| 10Y | +1,205.2% | +53.4% | +1,151.8% | +1,009.5% |
| All | +1,205.2% | +54.2% | +1,151.1% | +1,009.5% |
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 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