+58.3%
EXPD vs INVH
-21.0%
+79.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.4% | +1.8% | -9.2% | -8.0% |
| 30D | -2.1% | +1.1% | -3.2% | -2.6% |
| 3M | +5.7% | -8.3% | +14.0% | +8.7% |
| 6M | +21.4% | -3.7% | +25.0% | +22.5% |
| YTD | +27.6% | +0.8% | +26.8% | +26.4% |
| 1Y | +36.1% | +1.0% | +35.1% | +34.6% |
| 3Y | +69.9% | -4.3% | +74.1% | +67.9% |
| All | +58.3% | -21.0% | +79.4% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling