+94.0%
VNQ vs NTRA
+1,727.4%
-1,633.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | -2.6% | +4.1% | -6.7% | -3.0% |
| 3M | -2.0% | +50.0% | -52.1% | -6.2% |
| 6M | +4.3% | +67.3% | -63.0% | -1.5% |
| YTD | +9.2% | +43.6% | -34.4% | +4.5% |
| 1Y | +5.6% | +89.2% | -83.6% | -1.8% |
| 3Y | +30.8% | +502.5% | -471.7% | +6.7% |
| 5Y | +8.0% | +173.8% | -165.8% | -9.3% |
| 10Y | +63.7% | +3,189.3% | -3,125.6% | +11.6% |
| All | +94.0% | +1,727.4% | -1,633.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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