+328.3%
ETR vs INVH
+75.4%
+253.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -0.3% |
| 30D | -1.8% | -7.5% | +5.8% | +2.1% |
| 3M | -3.6% | -5.5% | +2.0% | -1.0% |
| 6M | +2.6% | +11.7% | -9.1% | -3.5% |
| YTD | +16.0% | +1.3% | +14.7% | +14.4% |
| 1Y | +20.1% | -6.1% | +26.2% | +22.9% |
| 3Y | +143.6% | -9.8% | +153.4% | +148.6% |
| 5Y | +124.4% | -19.7% | +144.0% | +138.7% |
| All | +328.3% | +75.4% | +253.0% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling