-60.8%
EOSE vs INVH
+20.0%
-80.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -3.0% | +4.8% | +3.2% |
| 30D | -6.8% | -7.5% | +0.7% | -3.7% |
| 3M | -36.3% | -5.5% | -30.8% | -35.3% |
| 6M | -38.8% | +11.7% | -50.5% | -43.5% |
| YTD | -65.5% | +1.3% | -66.9% | -66.9% |
| 1Y | -45.3% | -6.1% | -39.2% | -45.3% |
| 3Y | +44.2% | -9.8% | +53.9% | +47.1% |
| 5Y | -69.5% | -19.7% | -49.8% | -68.3% |
| All | -60.8% | +20.0% | -80.8% | -42.7% |
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 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