+31.4%
VCIT vs INVH
+71.6%
-40.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.4% | -3.3% | +1.9% | -1.1% |
| 30D | +0.8% | +0.2% | +0.6% | +0.8% |
| 3M | -1.7% | -9.5% | +7.8% | -1.0% |
| 6M | -2.1% | -4.3% | +2.3% | -1.8% |
| YTD | -2.0% | -0.8% | -1.2% | -2.1% |
| 1Y | -1.5% | -3.6% | +2.2% | -1.4% |
| 3Y | +19.0% | -5.8% | +24.8% | +18.9% |
| 5Y | +3.8% | -22.3% | +26.0% | +4.5% |
| All | +31.4% | +71.6% | -40.2% | +26.6% |
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