-34.0%
VXX vs INVH
+0.2%
-34.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | 0.0% | +30.2% | +30.1% |
| 7D | +27.5% | +3.5% | +24.1% | +28.8% |
| 30D | +32.5% | +4.4% | +28.1% | +34.2% |
| 3M | +8.2% | -8.6% | +16.9% | +5.8% |
| 6M | -22.7% | -1.7% | -20.9% | -22.0% |
| YTD | -16.1% | +2.6% | -18.7% | -12.6% |
| 1Y | -34.0% | +1.5% | -35.6% | -32.6% |
| All | -34.0% | +0.2% | -34.2% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling