+94.7%
FAST vs INVH
-8.0%
+102.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.3% | -3.1% | +4.4% | +2.2% |
| 30D | -4.7% | -7.1% | +2.3% | -2.7% |
| 3M | +7.9% | -3.0% | +10.9% | +8.8% |
| 6M | +7.4% | +10.1% | -2.7% | +4.3% |
| YTD | +25.1% | +3.8% | +21.2% | +23.3% |
| 1Y | +4.7% | -2.1% | +6.8% | +5.0% |
| 3Y | +94.7% | -7.0% | +101.7% | +95.9% |
| All | +94.7% | -8.0% | +102.7% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling