-98.6%
FCUV vs INVH
+75.4%
-173.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | -66.5% | -3.0% | -63.5% | -65.9% |
| 30D | +5.0% | -7.5% | +12.5% | +8.2% |
| 3M | +63.8% | -5.5% | +69.3% | +68.0% |
| 6M | -67.8% | +11.7% | -79.5% | -69.3% |
| YTD | -82.4% | +1.3% | -83.7% | -82.6% |
| 1Y | -94.7% | -6.1% | -88.7% | -94.7% |
| 3Y | -99.3% | -9.8% | -89.5% | -99.2% |
| 5Y | -99.9% | -19.7% | -80.2% | -99.8% |
| All | -98.6% | +75.4% | -173.9% | -98.1% |
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