+235.6%
ELF vs INVH
-20.4%
+256.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -4.0% |
| 7D | -6.8% | -2.3% | -4.5% | -5.7% |
| 30D | +5.1% | -5.7% | +10.8% | +8.0% |
| 3M | +79.8% | -4.5% | +84.2% | +83.3% |
| 6M | +29.7% | +11.0% | +18.8% | +22.2% |
| YTD | +31.6% | +3.7% | +27.9% | +27.7% |
| 1Y | -27.9% | -2.8% | -25.1% | -27.4% |
| 3Y | -26.4% | -7.1% | -19.3% | -24.9% |
| 5Y | +235.6% | -19.4% | +255.0% | +269.7% |
| All | +235.6% | -20.4% | +256.1% | +269.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling