+39.9%
EL vs INVH
+79.4%
-39.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.2% |
| 30D | +13.7% | -5.7% | +19.4% | +17.1% |
| 3M | +14.5% | -4.5% | +19.0% | +16.9% |
| 6M | +7.4% | +11.0% | -3.6% | +1.5% |
| YTD | -4.7% | +3.7% | -8.4% | -7.1% |
| 1Y | +12.9% | -2.8% | +15.8% | +13.6% |
| 3Y | -32.2% | -7.1% | -25.1% | -30.4% |
| 5Y | -68.4% | -19.4% | -49.0% | -65.6% |
| All | +39.9% | +79.4% | -39.5% | +15.5% |
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