+750.3%
NVT vs INVH
+52.6%
+697.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +4.1% | -3.0% | +7.1% | +5.7% |
| 30D | -5.1% | -7.5% | +2.4% | -1.5% |
| 3M | -1.2% | -5.5% | +4.4% | +0.8% |
| 6M | +46.6% | +11.7% | +34.9% | +36.0% |
| YTD | +60.0% | +1.3% | +58.7% | +55.8% |
| 1Y | +70.8% | -6.1% | +76.9% | +72.6% |
| 3Y | +187.5% | -9.8% | +197.3% | +191.1% |
| 5Y | +426.1% | -19.7% | +445.8% | +462.1% |
| All | +750.3% | +52.6% | +697.7% | +521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling