-100.0%
VIVK vs INVH
+75.4%
-175.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.4% | -3.0% | -1.4% | -3.1% |
| 30D | -40.8% | -7.5% | -33.3% | -38.8% |
| 3M | -94.1% | -5.5% | -88.6% | -94.0% |
| 6M | -98.2% | +11.7% | -109.9% | -98.3% |
| YTD | -98.0% | +1.3% | -99.3% | -98.0% |
| 1Y | -100.0% | -6.1% | -93.9% | -100.0% |
| 3Y | -100.0% | -9.8% | -90.2% | -100.0% |
| 5Y | -100.0% | -19.7% | -80.3% | -100.0% |
| All | -100.0% | +75.4% | -175.4% | -100.0% |
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