+12.1%
VSAT vs INVH
+79.4%
-67.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.8% |
| 7D | +3.5% | -2.3% | +5.8% | +5.1% |
| 30D | -14.7% | -5.7% | -9.0% | -11.4% |
| 3M | +13.2% | -4.5% | +17.6% | +15.5% |
| 6M | +57.4% | +11.0% | +46.4% | +45.1% |
| YTD | +110.0% | +3.7% | +106.3% | +102.9% |
| 1Y | +134.4% | -2.8% | +137.3% | +136.1% |
| 3Y | +203.5% | -7.1% | +210.7% | +210.0% |
| 5Y | +47.1% | -19.4% | +66.6% | +63.9% |
| All | +12.1% | +79.4% | -67.4% | -25.4% |
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