+764.7%
VLO vs INVH
+79.4%
+685.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +6.2% | -2.3% | +8.5% | +7.2% |
| 30D | +23.5% | -5.7% | +29.2% | +26.4% |
| 3M | +53.9% | -4.5% | +58.3% | +56.4% |
| 6M | +81.7% | +11.0% | +70.7% | +72.3% |
| YTD | +142.5% | +3.7% | +138.8% | +135.8% |
| 1Y | +145.4% | -2.8% | +148.3% | +145.1% |
| 3Y | +197.3% | -7.1% | +204.5% | +197.5% |
| 5Y | +614.6% | -19.4% | +634.0% | +648.1% |
| All | +764.7% | +79.4% | +685.3% | +516.3% |
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