+242.5%
ET vs INVH
-20.2%
+262.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +0.2% | -3.0% | +3.2% | +1.0% |
| 30D | +2.9% | -7.5% | +10.4% | +4.8% |
| 3M | +16.8% | -5.5% | +22.3% | +18.3% |
| 6M | +18.9% | +11.7% | +7.2% | +15.1% |
| YTD | +37.7% | +1.3% | +36.4% | +36.5% |
| 1Y | +32.4% | -6.1% | +38.5% | +34.1% |
| 3Y | +99.5% | -9.8% | +109.3% | +102.6% |
| All | +242.5% | -20.2% | +262.7% | +253.6% |
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 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