+2,545.5%
VRT vs INVH
+53.3%
+2,492.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.5% |
| 7D | +2.4% | -2.3% | +4.7% | +3.6% |
| 30D | -2.7% | -5.7% | +3.1% | +0.1% |
| 3M | -9.2% | -4.5% | -4.7% | -7.9% |
| 6M | -0.5% | +11.0% | -11.5% | -7.7% |
| YTD | +62.3% | +3.7% | +58.7% | +55.5% |
| 1Y | +109.6% | -2.8% | +112.4% | +107.2% |
| 3Y | +573.1% | -7.1% | +580.2% | +567.0% |
| 5Y | +953.6% | -19.4% | +973.1% | +1,048.3% |
| All | +2,545.5% | +53.3% | +2,492.3% | +2,131.1% |
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 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