+689.7%
FLEX vs INVH
-21.2%
+710.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.5% |
| 7D | +0.1% | -3.1% | +3.2% | +1.1% |
| 30D | -11.8% | -7.5% | -4.3% | -9.7% |
| 3M | -22.6% | -6.3% | -16.3% | -21.5% |
| 6M | +77.3% | +9.4% | +67.9% | +69.6% |
| YTD | +78.8% | +1.4% | +77.4% | +75.2% |
| 1Y | +86.1% | -4.1% | +90.2% | +86.2% |
| 3Y | +446.2% | -9.2% | +455.4% | +452.1% |
| 5Y | +689.7% | -19.6% | +709.3% | +770.0% |
| All | +689.7% | -21.2% | +710.9% | +770.0% |
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 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