+53.9%
FLR vs INVH
-9.7%
+63.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.5% | -3.0% | -0.5% | -2.7% |
| 30D | +4.2% | -7.5% | +11.7% | +6.3% |
| 3M | +8.1% | -5.5% | +13.6% | +9.3% |
| 6M | +21.5% | +11.7% | +9.8% | +15.6% |
| YTD | +36.8% | +1.3% | +35.4% | +34.4% |
| 1Y | +31.2% | -6.1% | +37.3% | +33.2% |
| 3Y | +53.9% | -9.8% | +63.7% | +54.8% |
| All | +53.9% | -9.7% | +63.6% | +54.8% |
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