+7.2%
VNQ vs NTR
+45.7%
-38.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -2.6% | +16.8% | -19.4% | -4.9% |
| 3M | -2.0% | +20.7% | -22.8% | -5.0% |
| 6M | +4.3% | +0.5% | +3.8% | +3.8% |
| YTD | +9.2% | +29.2% | -20.0% | +3.7% |
| 1Y | +5.6% | +39.6% | -34.0% | -1.4% |
| 3Y | +30.8% | +37.9% | -7.0% | +20.8% |
| All | +7.2% | +45.7% | -38.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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