+174.8%
EXE vs INVH
+9.4%
+165.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | -0.4% | -5.7% | +5.4% | +1.2% |
| 3M | +9.5% | -4.5% | +14.0% | +10.6% |
| 6M | -9.3% | +11.0% | -20.3% | -12.4% |
| YTD | -10.9% | +3.7% | -14.6% | -12.4% |
| 1Y | +4.3% | -2.8% | +7.1% | +4.6% |
| 3Y | +18.8% | -7.1% | +26.0% | +19.4% |
| 5Y | +101.4% | -19.4% | +120.8% | +109.0% |
| All | +174.8% | +9.4% | +165.4% | +171.3% |
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