+1,002.6%
VST vs UDR
+52.9%
+949.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.2% | +11.7% | +11.0% |
| 7D | -9.8% | +3.0% | -12.8% | -11.2% |
| 30D | -25.1% | +10.3% | -35.4% | -28.6% |
| 3M | -11.6% | -2.9% | -8.7% | -11.0% |
| 6M | -20.9% | +0.3% | -21.2% | -22.0% |
| YTD | -22.3% | +3.8% | -26.1% | -24.8% |
| 1Y | -32.0% | +12.7% | -44.7% | -36.8% |
| 3Y | +262.4% | +27.6% | +234.8% | +209.3% |
| 5Y | +563.4% | -18.6% | +582.0% | +594.6% |
| 10Y | +1,120.7% | +52.4% | +1,068.3% | +919.0% |
| All | +1,002.6% | +52.9% | +949.6% | +810.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling