+403.1%
FAST vs INVH
+79.4%
+323.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +1.8% | -2.3% | +4.1% | +2.7% |
| 30D | -6.4% | -5.7% | -0.7% | -4.2% |
| 3M | +5.3% | -4.5% | +9.8% | +7.2% |
| 6M | +5.4% | +11.0% | -5.6% | +0.6% |
| YTD | +23.6% | +3.7% | +19.9% | +21.1% |
| 1Y | +4.1% | -2.8% | +6.9% | +4.5% |
| 3Y | +92.4% | -7.1% | +99.5% | +93.6% |
| 5Y | +106.1% | -19.4% | +125.5% | +117.7% |
| All | +403.1% | +79.4% | +323.7% | +283.6% |
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