+296.4%
FN vs INVH
-19.3%
+315.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +3.5% | -3.1% | +6.7% | +4.5% |
| 30D | -26.0% | -7.1% | -18.9% | -24.4% |
| 3M | -33.3% | -3.0% | -30.3% | -33.1% |
| 6M | -14.9% | +10.1% | -25.0% | -19.1% |
| YTD | -8.6% | +3.8% | -12.4% | -11.3% |
| 1Y | +12.3% | -2.1% | +14.4% | +11.4% |
| 3Y | +174.4% | -7.0% | +181.4% | +173.3% |
| 5Y | +296.4% | -20.6% | +317.0% | +322.3% |
| All | +296.4% | -19.3% | +315.8% | +322.3% |
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 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