+122.8%
NTAP vs VTR
+90.0%
+32.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -1.0% | -1.8% | +0.9% | -0.6% |
| 30D | -7.5% | +4.0% | -11.5% | -8.3% |
| 3M | +14.6% | +7.8% | +6.8% | +12.2% |
| 6M | +91.0% | +6.4% | +84.6% | +87.0% |
| YTD | +73.7% | +18.3% | +55.4% | +64.7% |
| 1Y | +51.2% | +33.9% | +17.3% | +37.7% |
| 3Y | +146.1% | +134.3% | +11.8% | +81.2% |
| 5Y | +122.8% | +90.3% | +32.6% | +70.6% |
| All | +122.8% | +90.0% | +32.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling