+769.3%
VST vs UDR
-19.6%
+789.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | -2.0% | +10.9% | +9.6% |
| 30D | +6.2% | -5.2% | +11.4% | +8.0% |
| 3M | -2.7% | -5.8% | +3.1% | -1.3% |
| 6M | -8.4% | -1.7% | -6.7% | -8.5% |
| YTD | -7.2% | +2.4% | -9.6% | -8.9% |
| 1Y | -20.9% | -2.1% | -18.8% | -21.2% |
| 3Y | +384.0% | +4.2% | +379.8% | +364.2% |
| All | +769.3% | -19.6% | +789.0% | +782.4% |
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 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