+30.8%
VNQ vs NVD
-99.1%
+130.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -1.3% | +10.8% | -12.1% | -1.1% |
| 30D | -2.6% | +0.8% | -3.3% | -2.5% |
| 3M | -2.0% | -20.8% | +18.8% | -2.2% |
| 6M | +4.3% | -41.2% | +45.5% | +3.6% |
| YTD | +9.2% | -44.2% | +53.4% | +8.4% |
| 1Y | +5.6% | -54.2% | +59.8% | +4.6% |
| 3Y | +30.8% | -99.1% | +130.0% | +12.2% |
| All | +30.8% | -99.1% | +130.0% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling