+114.3%
VMC vs INVH
+75.4%
+39.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.8% | -3.0% | -0.8% | -2.4% |
| 30D | -9.7% | -7.5% | -2.2% | -6.4% |
| 3M | -9.6% | -5.5% | -4.1% | -7.3% |
| 6M | -4.8% | +11.7% | -16.5% | -9.7% |
| YTD | -10.9% | +1.3% | -12.2% | -11.9% |
| 1Y | -15.6% | -6.1% | -9.5% | -13.7% |
| 3Y | +19.3% | -9.8% | +29.1% | +22.2% |
| 5Y | +48.0% | -19.7% | +67.7% | +58.5% |
| All | +114.3% | +75.4% | +39.0% | +70.1% |
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