+472.0%
FAST vs INVH
+72.9%
+399.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | +4.2% | -0.9% | +5.1% | +4.5% |
| 30D | +6.7% | +1.2% | +5.5% | +6.1% |
| 3M | +8.0% | -10.4% | +18.4% | +12.8% |
| 6M | +27.4% | -3.6% | +31.0% | +29.0% |
| YTD | +40.5% | -0.1% | +40.6% | +39.6% |
| 1Y | +38.4% | -0.7% | +39.0% | +37.7% |
| 3Y | +98.7% | -4.6% | +103.3% | +97.6% |
| 5Y | +106.7% | -21.7% | +128.4% | +120.9% |
| All | +472.0% | +72.9% | +399.1% | +342.3% |
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