+291.6%
ELF vs INVH
+75.4%
+216.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -11.6% | -3.0% | -8.6% | -10.3% |
| 30D | +4.6% | -7.5% | +12.2% | +8.7% |
| 3M | +59.7% | -5.5% | +65.2% | +63.9% |
| 6M | +21.2% | +11.7% | +9.5% | +13.8% |
| YTD | +27.4% | +1.3% | +26.1% | +25.1% |
| 1Y | -29.8% | -6.1% | -23.7% | -28.3% |
| 3Y | -28.5% | -9.8% | -18.7% | -26.0% |
| 5Y | +220.0% | -19.7% | +239.7% | +246.6% |
| All | +291.6% | +75.4% | +216.2% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling