+386.3%
VNQ vs NTRS
+688.1%
-301.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.1% |
| 7D | -1.3% | +1.4% | -2.6% | -2.0% |
| 30D | -2.6% | -0.7% | -1.9% | -2.3% |
| 3M | -2.0% | +11.3% | -13.3% | -8.1% |
| 6M | +4.3% | +35.5% | -31.2% | -12.9% |
| YTD | +9.2% | +40.6% | -31.4% | -11.3% |
| 1Y | +5.6% | +49.2% | -43.6% | -17.4% |
| 3Y | +30.8% | +167.2% | -136.4% | -29.3% |
| 5Y | +8.0% | +94.9% | -87.0% | -33.5% |
| 10Y | +63.7% | +259.5% | -195.8% | -40.1% |
| All | +386.3% | +688.1% | -301.9% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling