+518.0%
VEEV vs INVH
+75.4%
+442.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.6% | -3.0% | -1.6% | -3.4% |
| 30D | +8.6% | -7.5% | +16.2% | +12.2% |
| 3M | +62.4% | -5.5% | +68.0% | +66.4% |
| 6M | +40.3% | +11.7% | +28.5% | +33.1% |
| YTD | +17.5% | +1.3% | +16.2% | +16.0% |
| 1Y | -6.1% | -6.1% | 0.0% | -4.4% |
| 3Y | +16.7% | -9.8% | +26.4% | +18.6% |
| 5Y | -13.3% | -19.7% | +6.3% | -8.0% |
| All | +518.0% | +75.4% | +442.6% | +389.1% |
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