+608.4%
VST vs UDR
-20.8%
+629.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +6.6% | -0.4% | +7.0% | +6.7% |
| 30D | -12.4% | +7.8% | -20.1% | -14.6% |
| 3M | -9.0% | -2.8% | -6.2% | -8.5% |
| 6M | -6.4% | -1.4% | -5.0% | -6.9% |
| YTD | -17.2% | +3.4% | -20.6% | -19.1% |
| 1Y | -22.0% | +9.9% | -31.9% | -25.7% |
| 3Y | +296.7% | +28.5% | +268.2% | +247.8% |
| All | +608.4% | -20.8% | +629.2% | +656.1% |
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