+64.0%
FBTC vs INVH
-10.9%
+74.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -5.8% | -3.1% | -2.7% | -5.0% |
| 30D | +21.4% | -7.5% | +28.9% | +23.9% |
| 3M | +24.5% | -6.3% | +30.7% | +26.4% |
| 6M | +9.9% | +9.4% | +0.4% | +5.5% |
| YTD | -12.0% | +1.4% | -13.4% | -13.2% |
| 1Y | -32.3% | -4.1% | -28.2% | -31.5% |
| All | +64.0% | -10.9% | +74.9% | +69.7% |
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