+405.4%
FAST vs INVH
+75.5%
+329.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | -0.4% | -3.1% | +2.7% | +0.8% |
| 30D | -6.4% | -7.5% | +1.1% | -3.5% |
| 3M | +7.1% | -6.3% | +13.3% | +9.8% |
| 6M | +7.0% | +9.4% | -2.4% | +2.7% |
| YTD | +24.1% | +1.4% | +22.7% | +22.7% |
| 1Y | +4.4% | -4.1% | +8.5% | +5.4% |
| 3Y | +93.2% | -9.2% | +102.4% | +96.2% |
| 5Y | +106.4% | -19.6% | +126.0% | +118.2% |
| All | +405.4% | +75.5% | +329.9% | +288.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling