+983.4%
VST vs INVH
+79.4%
+904.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +5.3% | -2.3% | +7.6% | +6.3% |
| 30D | +5.8% | -5.7% | +11.5% | +8.3% |
| 3M | +3.5% | -4.5% | +8.0% | +5.0% |
| 6M | -7.4% | +11.0% | -18.4% | -12.0% |
| YTD | -6.1% | +3.7% | -9.8% | -8.3% |
| 1Y | -21.6% | -2.8% | -18.8% | -21.6% |
| 3Y | +357.2% | -7.1% | +364.3% | +358.4% |
| 5Y | +777.0% | -19.4% | +796.5% | +825.3% |
| All | +983.4% | +79.4% | +904.0% | +730.0% |
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