+169.1%
NTAP vs VNQ
+30.7%
+138.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.2% |
| 7D | +7.4% | -1.3% | +8.6% | +8.1% |
| 30D | -1.4% | -2.6% | +1.2% | -0.1% |
| 3M | +24.6% | -2.0% | +26.6% | +25.5% |
| 6M | +105.9% | +4.3% | +101.6% | +99.0% |
| YTD | +88.5% | +9.2% | +79.3% | +77.4% |
| 1Y | +62.1% | +5.6% | +56.5% | +55.5% |
| 3Y | +169.1% | +30.8% | +138.2% | +127.1% |
| All | +169.1% | +30.7% | +138.4% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling