+73.8%
INVH vs VT
+201.0%
-127.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | -0.9% | +2.4% | -3.3% | -2.8% |
| 30D | +1.2% | -1.5% | +2.7% | +2.2% |
| 3M | -10.4% | -4.1% | -6.3% | -7.6% |
| 6M | -3.6% | +0.6% | -4.2% | -5.0% |
| YTD | -0.1% | +11.0% | -11.1% | -9.9% |
| 1Y | -0.7% | +13.3% | -14.0% | -12.1% |
| 3Y | -4.6% | +73.4% | -78.0% | -43.1% |
| 5Y | -21.7% | +57.4% | -79.1% | -49.1% |
| All | +73.8% | +201.0% | -127.3% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling