-64.2%
VFC vs INVH
+79.4%
-143.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -2.3% | -2.3% | -0.1% | -1.0% |
| 30D | -13.4% | -5.7% | -7.6% | -10.3% |
| 3M | -23.7% | -4.5% | -19.2% | -21.7% |
| 6M | -24.5% | +11.0% | -35.4% | -29.4% |
| YTD | -27.8% | +3.7% | -31.5% | -30.1% |
| 1Y | -13.5% | -2.8% | -10.6% | -12.9% |
| 3Y | -27.1% | -7.1% | -20.0% | -24.4% |
| 5Y | -79.0% | -19.4% | -59.6% | -76.7% |
| All | -64.2% | +79.4% | -143.6% | -73.2% |
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