+2.8%
FLUT vs INVH
+75.5%
-72.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -3.6% | -3.1% | -0.4% | -3.0% |
| 30D | -0.3% | -7.5% | +7.1% | +1.1% |
| 3M | -12.6% | -6.3% | -6.3% | -11.5% |
| 6M | -8.0% | +9.4% | -17.4% | -9.5% |
| YTD | -54.1% | +1.4% | -55.5% | -54.3% |
| 1Y | -66.1% | -4.1% | -62.0% | -65.9% |
| 3Y | -45.0% | -9.2% | -35.8% | -44.4% |
| 5Y | -51.2% | -19.6% | -31.6% | -50.6% |
| All | +2.8% | +75.5% | -72.7% | +6.0% |
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 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