The best process for checking the efficiency and resonance of your ferrite rod RX antenna using a NanoVNA would be to connect the NanoVNA's output port to the antenna's input (the variable capacitor) using a suitable coaxial cable, and then measuring the antenna's impedance (magnitude and phase) over the frequency range of interest (150-500 kHz and potentially extending to the MW band).
When measuring with the NanoVNA, you will be looking for the frequency at which the antenna has the highest impedance, which is referred to as the resonant frequency. The antenna's impedance at this frequency will be at a minimum, and the antenna will be most efficient at this frequency. Additionally, you can also look at the shape of the impedance curve to see if the antenna is well matched over the frequency range of interest, which is important for good reception of weak DX signals.
It's important to note that SWR (Standing Wave Ratio) would not be relevant for measuring the efficiency and resonance of a receive-only antenna, as SWR is a measure of the mismatch between the transmitter and the antenna system and is generally used in transmission.