-63.2%
VFC vs INVH
+75.4%
-138.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -3.0% | +1.6% | +0.4% |
| 30D | -9.0% | -7.5% | -1.5% | -4.7% |
| 3M | -24.2% | -5.5% | -18.6% | -21.7% |
| 6M | -18.5% | +11.7% | -30.2% | -24.1% |
| YTD | -25.9% | +1.3% | -27.2% | -27.2% |
| 1Y | -13.0% | -6.1% | -6.9% | -10.6% |
| 3Y | -20.3% | -9.8% | -10.6% | -16.0% |
| 5Y | -78.1% | -19.7% | -58.4% | -75.6% |
| All | -63.2% | +75.4% | -138.6% | -72.1% |
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