+134.9%
FE vs INVH
+80.8%
+54.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.9% | -2.9% | +4.8% | +3.3% |
| 30D | -1.2% | -6.9% | +5.8% | +2.1% |
| 3M | +3.5% | -2.7% | +6.2% | +4.7% |
| 6M | -6.1% | +8.2% | -14.3% | -9.7% |
| YTD | +7.6% | +4.5% | +3.1% | +4.7% |
| 1Y | +11.9% | -2.3% | +14.2% | +12.2% |
| 3Y | +48.4% | -7.3% | +55.7% | +49.5% |
| 5Y | +44.8% | -20.5% | +65.3% | +54.3% |
| All | +134.9% | +80.8% | +54.1% | +62.0% |
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