+382.8%
VNQ vs NVS
+580.1%
-197.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.6% | -15.7% | +13.1% | +6.1% |
| 30D | -2.3% | -11.1% | +8.7% | +2.9% |
| 3M | -2.8% | -7.2% | +4.4% | -0.4% |
| 6M | +2.5% | -12.3% | +14.8% | +8.3% |
| YTD | +8.4% | +2.8% | +5.7% | +4.3% |
| 1Y | +6.8% | +11.9% | -5.2% | -2.7% |
| 3Y | +29.9% | +55.1% | -25.1% | -4.2% |
| 5Y | +7.2% | +94.1% | -86.9% | -32.4% |
| 10Y | +62.5% | +181.2% | -118.7% | -21.0% |
| All | +382.8% | +580.1% | -197.3% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling