+411.4%
FAST vs INVH
+80.8%
+330.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.4% | -2.9% | +2.5% | +0.8% |
| 30D | -0.8% | -6.9% | +6.1% | +2.1% |
| 3M | +5.8% | -2.7% | +8.5% | +6.8% |
| 6M | +8.0% | +8.2% | -0.2% | +4.2% |
| YTD | +25.6% | +4.5% | +21.2% | +22.7% |
| 1Y | +0.8% | -2.3% | +3.1% | +1.0% |
| 3Y | +86.1% | -7.3% | +93.4% | +87.5% |
| 5Y | +100.2% | -20.5% | +120.7% | +112.7% |
| All | +411.4% | +80.8% | +330.7% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling