+72.1%
EXPD vs INVH
-3.5%
+75.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.4% | +1.8% | -9.2% | -7.8% |
| 30D | -2.1% | +1.1% | -3.2% | -2.4% |
| 3M | +5.7% | -8.3% | +14.0% | +7.9% |
| 6M | +21.4% | -3.7% | +25.0% | +22.3% |
| YTD | +27.6% | +0.8% | +26.8% | +27.0% |
| 1Y | +36.1% | +1.0% | +35.1% | +35.3% |
| All | +72.1% | -3.5% | +75.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling