-18.0%
ELF vs INVH
-2.4%
-15.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +5.4% | -2.9% | +8.3% | +5.7% |
| 30D | +27.0% | -6.9% | +33.9% | +28.0% |
| 3M | +113.2% | -2.7% | +115.9% | +113.3% |
| 6M | +36.6% | +8.2% | +28.4% | +34.2% |
| YTD | +44.2% | +4.5% | +39.8% | +42.4% |
| 1Y | -18.0% | -2.3% | -15.7% | -17.5% |
| All | -18.0% | -2.4% | -15.6% | -17.5% |
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 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