-32.0%
VST vs UDR
+11.2%
-43.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.7% | +10.3% |
| 7D | -9.8% | +3.0% | -12.8% | -9.2% |
| 30D | -25.1% | +10.3% | -35.4% | -24.2% |
| 3M | -11.6% | -2.9% | -8.7% | -11.5% |
| 6M | -20.9% | +0.3% | -21.2% | -21.6% |
| YTD | -22.3% | +3.8% | -26.1% | -22.7% |
| 1Y | -32.0% | +12.7% | -44.7% | -30.6% |
| All | -32.0% | +11.2% | -43.2% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling