+473.7%
EAT vs INVH
+79.7%
+394.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.9% |
| 7D | -4.9% | -3.1% | -1.8% | -2.7% |
| 30D | -1.2% | -7.1% | +5.9% | +4.1% |
| 3M | +52.2% | -3.0% | +55.2% | +55.3% |
| 6M | +65.0% | +10.1% | +54.9% | +52.7% |
| YTD | +55.0% | +3.8% | +51.2% | +48.7% |
| 1Y | +42.1% | -2.1% | +44.2% | +41.6% |
| 3Y | +614.7% | -7.0% | +621.7% | +618.2% |
| 5Y | +322.7% | -20.6% | +343.3% | +371.9% |
| All | +473.7% | +79.7% | +394.0% | +309.5% |
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