+464.3%
FLEX vs INVH
-7.6%
+471.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +6.4% | -2.3% | +8.6% | +6.6% |
| 30D | -5.9% | -5.7% | -0.1% | -5.3% |
| 3M | -23.5% | -4.5% | -19.0% | -23.3% |
| 6M | +83.7% | +11.0% | +72.8% | +77.9% |
| YTD | +86.5% | +3.7% | +82.8% | +83.3% |
| 1Y | +100.5% | -2.8% | +103.3% | +101.1% |
| All | +464.3% | -7.6% | +471.8% | +501.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling