+149.4%
NTAP vs VTR
+131.3%
+18.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | +2.2% | -2.9% | +5.1% | +2.4% |
| 30D | -7.0% | -2.8% | -4.2% | -6.9% |
| 3M | +12.3% | +9.0% | +3.3% | +11.3% |
| 6M | +85.1% | +5.0% | +80.2% | +84.2% |
| YTD | +74.8% | +16.9% | +57.8% | +70.3% |
| 1Y | +52.7% | +34.3% | +18.4% | +43.9% |
| All | +149.4% | +131.3% | +18.1% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling