+842.1%
VST vs INVH
+74.4%
+767.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.0% | +1.8% | -7.9% | -7.0% |
| 30D | -18.8% | +1.1% | -19.9% | -19.5% |
| 3M | -8.0% | -8.3% | +0.3% | -5.3% |
| 6M | -10.9% | -3.7% | -7.3% | -10.5% |
| YTD | -18.3% | +0.8% | -19.1% | -19.7% |
| 1Y | -29.9% | +1.0% | -30.9% | -31.3% |
| 3Y | +290.3% | -4.3% | +294.6% | +284.3% |
| 5Y | +635.3% | -21.0% | +656.3% | +677.2% |
| All | +842.1% | +74.4% | +767.7% | +626.2% |
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