+225.6%
FANG vs INVH
-20.2%
+245.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -3.0% | +5.9% | +3.8% |
| 30D | +2.6% | -7.5% | +10.1% | +4.8% |
| 3M | +7.6% | -5.5% | +13.1% | +9.0% |
| 6M | +17.3% | +11.7% | +5.6% | +12.2% |
| YTD | +38.7% | +1.3% | +37.3% | +36.8% |
| 1Y | +51.6% | -6.1% | +57.7% | +53.3% |
| 3Y | +50.0% | -9.8% | +59.7% | +52.4% |
| All | +225.6% | -20.2% | +245.8% | +259.3% |
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 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