+11.9%
VNQ vs NTRS
+37.4%
-25.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | +7.0% | +1.1% | +5.9% | +6.9% |
| 3M | -1.9% | -6.6% | +4.7% | -1.3% |
| 6M | +2.3% | +7.1% | -4.8% | +1.4% |
| YTD | +11.8% | +27.4% | -15.5% | +7.3% |
| 1Y | +11.9% | +36.5% | -24.7% | +5.0% |
| All | +11.9% | +37.4% | -25.5% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling