-4.0%
INVH vs VLTO
+56.4%
-60.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | -0.9% | +1.0% | -1.9% | -1.2% |
| 30D | +1.2% | +17.5% | -16.3% | -3.8% |
| 3M | -10.4% | +21.4% | -31.8% | -15.7% |
| 6M | -3.6% | +38.1% | -41.7% | -12.9% |
| YTD | -0.1% | +19.0% | -19.1% | -5.8% |
| 1Y | -0.7% | +20.7% | -21.3% | -6.8% |
| 3Y | -4.6% | +64.3% | -68.9% | -16.9% |
| All | -4.0% | +56.4% | -60.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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