+202.5%
VT vs INVH
+75.1%
+127.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +0.4% | +1.3% | -0.9% | -0.1% |
| 30D | -2.6% | +1.5% | -4.1% | -3.2% |
| 3M | -3.2% | -9.4% | +6.2% | +0.3% |
| 6M | +0.9% | -3.3% | +4.2% | +1.7% |
| YTD | +11.3% | +1.2% | +10.1% | +9.6% |
| 1Y | +14.0% | +1.5% | +12.5% | +12.0% |
| 3Y | +75.8% | -2.4% | +78.3% | +72.7% |
| 5Y | +57.8% | -20.6% | +78.4% | +66.6% |
| All | +202.5% | +75.1% | +127.4% | +140.6% |
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