+1,216.9%
VST vs UDR
+50.8%
+1,166.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | -2.0% | +10.9% | +9.8% |
| 30D | +6.2% | -5.2% | +11.4% | +8.6% |
| 3M | -2.7% | -5.8% | +3.1% | -0.8% |
| 6M | -8.4% | -1.7% | -6.7% | -8.4% |
| YTD | -7.2% | +2.4% | -9.6% | -9.2% |
| 1Y | -20.9% | -2.1% | -18.8% | -21.4% |
| 3Y | +384.0% | +4.2% | +379.8% | +357.4% |
| 5Y | +757.1% | -20.0% | +777.1% | +809.3% |
| All | +1,216.9% | +50.8% | +1,166.0% | +999.8% |
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