+319.9%
EXPD vs INVH
+71.6%
+248.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.9% |
| 7D | +3.6% | -3.3% | +6.9% | +4.8% |
| 30D | +0.3% | +0.2% | +0.1% | +0.1% |
| 3M | +6.1% | -9.5% | +15.6% | +9.6% |
| 6M | +27.4% | -4.3% | +31.7% | +28.9% |
| YTD | +32.0% | -0.8% | +32.8% | +31.4% |
| 1Y | +40.5% | -3.6% | +44.2% | +41.2% |
| 3Y | +75.7% | -5.8% | +81.5% | +75.5% |
| 5Y | +61.7% | -22.3% | +84.0% | +71.1% |
| All | +319.9% | +71.6% | +248.3% | +236.5% |
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 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