+119.5%
ELF vs INVH
-3.1%
+122.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.9% |
| 7D | +1.6% | -0.9% | +2.5% | +1.6% |
| 30D | +9.1% | +1.2% | +7.9% | +8.9% |
| 3M | +28.2% | -10.4% | +38.6% | +26.2% |
| 6M | +119.5% | -3.6% | +123.2% | +127.5% |
| All | +119.5% | -3.1% | +122.6% | +127.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling