+47.6%
FE vs INVH
-20.4%
+68.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -2.3% | +2.1% | +0.6% |
| 30D | -1.2% | -5.7% | +4.5% | +0.8% |
| 3M | +1.7% | -4.5% | +6.1% | +3.2% |
| 6M | -7.5% | +11.0% | -18.4% | -10.9% |
| YTD | +6.3% | +3.7% | +2.6% | +4.5% |
| 1Y | +10.9% | -2.8% | +13.7% | +11.5% |
| 3Y | +46.9% | -7.1% | +54.1% | +48.1% |
| 5Y | +47.6% | -19.4% | +67.0% | +53.2% |
| All | +47.6% | -20.4% | +68.1% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling