+475.7%
FAST vs INVH
+71.6%
+404.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +5.0% | -3.3% | +8.3% | +6.5% |
| 30D | +8.6% | +0.2% | +8.3% | +8.4% |
| 3M | +6.9% | -9.5% | +16.4% | +11.2% |
| 6M | +29.6% | -4.3% | +33.9% | +31.6% |
| YTD | +41.4% | -0.8% | +42.2% | +40.9% |
| 1Y | +38.5% | -3.6% | +42.1% | +39.6% |
| 3Y | +98.7% | -5.8% | +104.5% | +98.8% |
| 5Y | +108.0% | -22.3% | +130.3% | +123.0% |
| All | +475.7% | +71.6% | +404.1% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling