+50.6%
NOK vs VNQ
+382.8%
-332.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | +8.7% | -2.6% | +11.3% | +10.2% |
| 30D | +12.5% | -2.3% | +14.8% | +13.9% |
| 3M | -20.7% | -2.8% | -18.0% | -20.0% |
| 6M | +36.2% | +2.5% | +33.6% | +33.5% |
| YTD | +64.1% | +8.4% | +55.7% | +56.0% |
| 1Y | +132.4% | +6.8% | +125.6% | +122.2% |
| 3Y | +182.9% | +29.9% | +152.9% | +142.1% |
| 5Y | +102.8% | +7.2% | +95.6% | +92.0% |
| 10Y | +126.8% | +62.5% | +64.3% | +69.4% |
| All | +50.6% | +382.8% | -332.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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