-96.8%
FCEL vs INVH
+75.4%
-172.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.3% | -3.0% | +9.3% | +8.5% |
| 30D | -26.7% | -7.5% | -19.2% | -22.9% |
| 3M | -10.2% | -5.5% | -4.6% | -8.5% |
| 6M | +123.5% | +11.7% | +111.8% | +98.7% |
| YTD | +117.4% | +1.3% | +116.0% | +107.2% |
| 1Y | +146.0% | -6.1% | +152.1% | +146.3% |
| 3Y | -61.9% | -9.8% | -52.1% | -61.6% |
| 5Y | -90.5% | -19.7% | -70.8% | -89.5% |
| All | -96.8% | +75.4% | -172.2% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling