+376.7%
ELF vs INVH
+72.9%
+303.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.6% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +9.1% | +1.2% | +7.9% | +8.4% |
| 3M | +28.2% | -10.4% | +38.6% | +35.1% |
| 6M | +119.5% | -3.6% | +123.2% | +122.2% |
| YTD | +55.2% | -0.1% | +55.2% | +53.1% |
| 1Y | +58.6% | -0.7% | +59.3% | +56.7% |
| 3Y | +21.3% | -4.6% | +25.9% | +21.8% |
| 5Y | +276.2% | -21.7% | +297.9% | +311.8% |
| All | +376.7% | +72.9% | +303.8% | +286.3% |
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