+879.3%
FLEX vs INVH
+79.7%
+799.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.7% |
| 7D | +7.0% | -3.1% | +10.1% | +8.6% |
| 30D | -5.8% | -7.1% | +1.3% | -2.5% |
| 3M | -24.2% | -3.0% | -21.2% | -23.8% |
| 6M | +90.8% | +10.1% | +80.7% | +78.9% |
| YTD | +89.2% | +3.8% | +85.4% | +81.8% |
| 1Y | +104.7% | -2.1% | +106.8% | +102.0% |
| 3Y | +478.1% | -7.0% | +485.1% | +473.5% |
| 5Y | +726.2% | -20.6% | +746.8% | +785.1% |
| All | +879.3% | +79.7% | +799.6% | +604.3% |
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