+111.1%
FAST vs INVH
-21.7%
+132.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +4.3% | -2.5% | +6.8% | +5.4% |
| 30D | +8.3% | +0.7% | +7.6% | +7.9% |
| 3M | +6.5% | -8.8% | +15.2% | +10.3% |
| 6M | +29.5% | -5.0% | +34.6% | +31.9% |
| YTD | +41.3% | 0.0% | +41.2% | +40.3% |
| 1Y | +37.4% | -1.9% | +39.3% | +37.4% |
| 3Y | +98.5% | -5.0% | +103.5% | +96.5% |
| 5Y | +111.1% | -21.6% | +132.7% | +131.5% |
| All | +111.1% | -21.7% | +132.8% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling