+201.8%
VT vs INVH
+72.9%
+128.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | +2.4% | -0.9% | +3.3% | +2.7% |
| 30D | -1.5% | +1.2% | -2.7% | -2.0% |
| 3M | -4.1% | -10.4% | +6.3% | -0.2% |
| 6M | +0.6% | -3.6% | +4.2% | +1.4% |
| YTD | +11.0% | -0.1% | +11.1% | +9.9% |
| 1Y | +13.3% | -0.7% | +14.0% | +12.3% |
| 3Y | +73.4% | -4.6% | +78.0% | +71.9% |
| 5Y | +57.4% | -21.7% | +79.1% | +67.1% |
| All | +201.8% | +72.9% | +128.9% | +141.1% |
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