+304.1%
EXPD vs INVH
+79.4%
+224.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.2% | -2.3% | +3.4% | +2.0% |
| 30D | +5.2% | -5.7% | +10.9% | +7.3% |
| 3M | +13.2% | -4.5% | +17.7% | +14.9% |
| 6M | +30.3% | +11.0% | +19.4% | +25.2% |
| YTD | +27.0% | +3.7% | +23.3% | +24.7% |
| 1Y | +57.3% | -2.8% | +60.2% | +57.9% |
| 3Y | +70.0% | -7.1% | +77.1% | +71.0% |
| 5Y | +61.6% | -19.4% | +81.0% | +69.0% |
| All | +304.1% | +79.4% | +224.7% | +219.3% |
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 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