+222.9%
NSC vs INVH
+75.4%
+147.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -2.8% | -3.0% | +0.2% | -1.3% |
| 30D | -4.5% | -7.5% | +3.0% | -0.8% |
| 3M | +3.5% | -5.5% | +9.1% | +6.3% |
| 6M | +8.5% | +11.7% | -3.2% | +2.3% |
| YTD | +12.3% | +1.3% | +11.0% | +10.9% |
| 1Y | +18.9% | -6.1% | +25.0% | +21.7% |
| 3Y | +74.1% | -9.8% | +83.9% | +79.4% |
| 5Y | +43.9% | -19.7% | +63.6% | +54.1% |
| All | +222.9% | +75.4% | +147.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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