+98.5%
FLEX vs INVH
-2.4%
+100.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.4% |
| 7D | -0.9% | -2.9% | +2.0% | -1.8% |
| 30D | -10.1% | -6.9% | -3.2% | -12.1% |
| 3M | -31.3% | -2.7% | -28.6% | -32.0% |
| 6M | +71.3% | +8.2% | +63.1% | +70.0% |
| YTD | +81.2% | +4.5% | +76.8% | +81.0% |
| 1Y | +98.5% | -2.3% | +100.8% | +103.0% |
| All | +98.5% | -2.4% | +100.9% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling