-9.8%
INVH vs VCLT
+11.4%
-21.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.0% | -1.4% | -1.6% | -2.2% |
| 30D | -7.5% | -1.2% | -6.3% | -6.9% |
| 3M | -5.5% | -4.8% | -0.8% | -2.8% |
| 6M | +11.7% | -2.6% | +14.3% | +13.4% |
| YTD | +1.3% | -3.3% | +4.7% | +3.3% |
| 1Y | -6.1% | -4.8% | -1.3% | -3.4% |
| 3Y | -9.8% | +11.5% | -21.3% | -16.5% |
| All | -9.8% | +11.4% | -21.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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