-39.3%
VG vs INVH
-1.1%
-38.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.7% | -2.9% | +4.6% | +1.8% |
| 30D | +16.0% | -6.9% | +22.9% | +16.3% |
| 3M | +9.7% | -2.7% | +12.4% | +9.7% |
| 6M | +29.6% | +8.2% | +21.4% | +28.4% |
| YTD | +112.0% | +4.5% | +107.6% | +113.2% |
| 1Y | +12.8% | -2.3% | +15.1% | +18.8% |
| All | -39.3% | -1.1% | -38.3% | -29.8% |
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