+1,009.5%
NTAP vs VNQ
+387.0%
+622.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.8% |
| 7D | +2.2% | -0.9% | +3.1% | +2.7% |
| 30D | -7.0% | -2.2% | -4.8% | -5.9% |
| 3M | +12.3% | -1.9% | +14.2% | +13.2% |
| 6M | +85.1% | +3.2% | +81.9% | +80.6% |
| YTD | +74.8% | +9.4% | +65.4% | +65.2% |
| 1Y | +52.7% | +7.5% | +45.2% | +45.7% |
| 3Y | +147.7% | +31.1% | +116.6% | +110.1% |
| 5Y | +124.8% | +6.6% | +118.2% | +112.8% |
| 10Y | +589.7% | +63.9% | +525.8% | +410.2% |
| All | +1,009.5% | +387.0% | +622.6% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling