+855.3%
VST vs INVH
+72.9%
+782.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +6.6% | -0.9% | +7.5% | +7.0% |
| 30D | -12.4% | +1.2% | -13.5% | -13.3% |
| 3M | -9.0% | -10.4% | +1.4% | -5.4% |
| 6M | -6.4% | -3.6% | -2.8% | -6.1% |
| YTD | -17.2% | -0.1% | -17.1% | -18.3% |
| 1Y | -22.0% | -0.7% | -21.4% | -23.0% |
| 3Y | +296.7% | -4.6% | +301.3% | +290.9% |
| 5Y | +637.6% | -21.7% | +659.3% | +682.2% |
| All | +855.3% | +72.9% | +782.4% | +638.8% |
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 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