+893.0%
FN vs INVH
+79.4%
+813.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +5.8% | -2.3% | +8.1% | +6.6% |
| 30D | -20.6% | -5.7% | -14.9% | -19.2% |
| 3M | -28.6% | -4.5% | -24.2% | -27.9% |
| 6M | -20.7% | +11.0% | -31.7% | -24.5% |
| YTD | -8.1% | +3.7% | -11.8% | -10.7% |
| 1Y | +13.3% | -2.8% | +16.2% | +12.6% |
| 3Y | +175.7% | -7.1% | +182.8% | +174.8% |
| 5Y | +297.4% | -19.4% | +316.8% | +313.7% |
| All | +893.0% | +79.4% | +813.6% | +682.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling