+61.8%
VNQ vs NVS
+179.5%
-117.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.3% | -14.3% | +13.0% | +4.9% |
| 30D | -2.6% | -10.0% | +7.4% | +1.0% |
| 3M | -2.0% | -10.9% | +8.9% | +1.8% |
| 6M | +4.3% | -12.0% | +16.3% | +8.9% |
| YTD | +9.2% | +2.5% | +6.7% | +5.7% |
| 1Y | +5.6% | +10.7% | -5.1% | -1.7% |
| 3Y | +30.8% | +53.3% | -22.5% | +2.0% |
| 5Y | +8.0% | +93.6% | -85.6% | -27.1% |
| All | +61.8% | +179.5% | -117.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling