+211.9%
VT vs INVH
+79.7%
+132.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.0% | -3.1% | +4.1% | +2.2% |
| 30D | -0.2% | -7.1% | +6.8% | +2.6% |
| 3M | +4.5% | -3.0% | +7.5% | +5.4% |
| 6M | +14.1% | +10.1% | +4.0% | +9.2% |
| YTD | +14.8% | +3.8% | +10.9% | +12.1% |
| 1Y | +21.2% | -2.1% | +23.3% | +20.9% |
| 3Y | +76.6% | -7.0% | +83.6% | +77.2% |
| 5Y | +66.6% | -20.6% | +87.2% | +76.1% |
| All | +211.9% | +79.7% | +132.2% | +145.9% |
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