+305.2%
EXPD vs INVH
+80.8%
+224.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.1% |
| 30D | +4.1% | -6.9% | +11.0% | +6.7% |
| 3M | +17.9% | -2.7% | +20.6% | +18.9% |
| 6M | +29.2% | +8.2% | +21.0% | +25.2% |
| YTD | +27.4% | +4.5% | +22.9% | +24.7% |
| 1Y | +56.8% | -2.3% | +59.2% | +57.1% |
| 3Y | +68.0% | -7.3% | +75.3% | +69.1% |
| 5Y | +61.9% | -20.5% | +82.3% | +70.1% |
| All | +305.2% | +80.8% | +224.4% | +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 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