+47.8%
VMC vs INVH
-20.2%
+68.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | -9.6% | -5.5% | -4.1% | -7.3% |
| 6M | -4.8% | +11.7% | -16.5% | -9.6% |
| YTD | -10.9% | +1.3% | -12.2% | -11.8% |
| 1Y | -15.6% | -6.1% | -9.5% | -13.5% |
| 3Y | +19.3% | -9.8% | +29.1% | +21.9% |
| All | +47.8% | -20.2% | +68.0% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling