+768.0%
VLO vs INVH
+75.4%
+692.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.3% | -3.0% | +8.3% | +6.6% |
| 30D | +18.2% | -7.5% | +25.8% | +22.0% |
| 3M | +53.3% | -5.5% | +58.9% | +56.6% |
| 6M | +70.4% | +11.7% | +58.7% | +61.2% |
| YTD | +143.4% | +1.3% | +142.0% | +139.0% |
| 1Y | +153.0% | -6.1% | +159.1% | +156.3% |
| 3Y | +195.0% | -9.8% | +204.7% | +198.7% |
| 5Y | +618.8% | -19.7% | +638.5% | +650.9% |
| All | +768.0% | +75.4% | +692.6% | +524.5% |
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