+359.1%
VST vs INVH
-8.0%
+367.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +9.9% | -3.1% | +13.0% | +10.7% |
| 30D | +7.9% | -7.1% | +15.0% | +9.7% |
| 3M | +3.4% | -3.0% | +6.4% | +3.8% |
| 6M | -4.1% | +10.1% | -14.2% | -7.3% |
| YTD | -5.7% | +3.8% | -9.5% | -7.2% |
| 1Y | -18.9% | -2.1% | -16.8% | -18.9% |
| 3Y | +359.1% | -7.0% | +366.1% | +346.8% |
| All | +359.1% | -8.0% | +367.1% | +346.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling