+58.9%
VNQ vs NTR
+97.9%
-39.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -2.6% | +16.8% | -19.4% | -6.3% |
| 3M | -2.0% | +20.7% | -22.8% | -6.8% |
| 6M | +4.3% | +0.5% | +3.8% | +3.3% |
| YTD | +9.2% | +29.2% | -20.0% | +0.7% |
| 1Y | +5.6% | +39.6% | -34.0% | -5.0% |
| 3Y | +30.8% | +37.9% | -7.0% | +16.0% |
| 5Y | +8.0% | +47.1% | -39.1% | -13.0% |
| All | +58.9% | +97.9% | -39.0% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling