-29.9%
VST vs UDR
+11.3%
-41.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.1% |
| 7D | -6.0% | +2.0% | -8.1% | -5.4% |
| 30D | -18.8% | +7.9% | -26.7% | -17.7% |
| 3M | -8.0% | -1.5% | -6.6% | -7.8% |
| 6M | -10.9% | +0.9% | -11.8% | -11.6% |
| YTD | -18.3% | +4.0% | -22.4% | -18.4% |
| 1Y | -29.9% | +10.4% | -40.3% | -27.0% |
| All | -29.9% | +11.3% | -41.2% | -27.0% |
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