+154.9%
FANG vs INVH
+75.4%
+79.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.9% | -3.0% | +5.9% | +4.3% |
| 30D | +2.6% | -7.5% | +10.1% | +6.1% |
| 3M | +7.6% | -5.5% | +13.1% | +9.9% |
| 6M | +17.3% | +11.7% | +5.6% | +10.2% |
| YTD | +38.7% | +1.3% | +37.3% | +35.9% |
| 1Y | +51.6% | -6.1% | +57.7% | +53.7% |
| 3Y | +50.0% | -9.8% | +59.7% | +52.3% |
| 5Y | +237.6% | -19.7% | +257.2% | +256.3% |
| All | +154.9% | +75.4% | +79.5% | +126.6% |
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