+38.5%
FAST vs INVH
-2.8%
+41.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +5.0% | -3.3% | +8.3% | +5.9% |
| 30D | +8.6% | +0.2% | +8.3% | +8.4% |
| 3M | +6.9% | -9.5% | +16.4% | +9.7% |
| 6M | +29.6% | -4.3% | +33.9% | +31.0% |
| YTD | +41.4% | -0.8% | +42.2% | +41.6% |
| 1Y | +38.5% | -3.6% | +42.1% | +41.1% |
| All | +38.5% | -2.8% | +41.3% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling