+62.1%
NTAP vs VTR
+33.3%
+28.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.4% |
| 7D | +7.4% | -0.3% | +7.7% | +7.3% |
| 30D | -1.4% | +1.1% | -2.5% | -1.0% |
| 3M | +24.6% | +7.9% | +16.7% | +28.9% |
| 6M | +105.9% | +6.2% | +99.7% | +114.0% |
| YTD | +88.5% | +17.7% | +70.8% | +99.4% |
| 1Y | +62.1% | +32.9% | +29.2% | +71.5% |
| All | +62.1% | +33.3% | +28.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling