-20.3%
VFC vs INVH
-9.7%
-10.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -3.0% | +1.6% | +0.7% |
| 30D | -9.0% | -7.5% | -1.5% | -4.0% |
| 3M | -24.2% | -5.5% | -18.6% | -21.3% |
| 6M | -18.5% | +11.7% | -30.2% | -25.5% |
| YTD | -25.9% | +1.3% | -27.2% | -27.5% |
| 1Y | -13.0% | -6.1% | -6.9% | -9.3% |
| 3Y | -20.3% | -9.8% | -10.6% | -17.9% |
| All | -20.3% | -9.7% | -10.6% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling