+30.8%
VNQ vs NVS
+54.2%
-23.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.3% | -14.3% | +13.0% | +2.7% |
| 30D | -2.6% | -10.0% | +7.4% | -0.4% |
| 3M | -2.0% | -10.9% | +8.9% | +0.4% |
| 6M | +4.3% | -12.0% | +16.3% | +7.1% |
| YTD | +9.2% | +2.5% | +6.7% | +6.3% |
| 1Y | +5.6% | +10.7% | -5.1% | -0.2% |
| 3Y | +30.8% | +53.3% | -22.5% | +9.3% |
| All | +30.8% | +54.2% | -23.4% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling