+318.1%
EXPD vs INVH
+72.9%
+245.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +5.5% | -0.9% | +6.4% | +5.8% |
| 30D | -0.8% | +1.2% | -2.0% | -1.3% |
| 3M | +4.1% | -10.4% | +14.5% | +8.0% |
| 6M | +25.7% | -3.6% | +29.3% | +26.9% |
| YTD | +31.4% | -0.1% | +31.5% | +30.4% |
| 1Y | +42.2% | -0.7% | +42.8% | +41.3% |
| 3Y | +77.2% | -4.6% | +81.8% | +76.2% |
| 5Y | +61.0% | -21.7% | +82.7% | +69.9% |
| All | +318.1% | +72.9% | +245.2% | +234.1% |
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