+867.2%
FN vs INVH
+80.8%
+786.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.4% | +3.2% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | -22.0% | -6.9% | -15.1% | -20.2% |
| 3M | -43.0% | -2.7% | -40.3% | -42.9% |
| 6M | -27.7% | +8.2% | -35.9% | -30.6% |
| YTD | -10.5% | +4.5% | -15.0% | -13.3% |
| 1Y | +12.5% | -2.3% | +14.8% | +11.5% |
| 3Y | +153.8% | -7.3% | +161.1% | +153.3% |
| 5Y | +288.0% | -20.5% | +308.5% | +305.9% |
| All | +867.2% | +80.8% | +786.5% | +660.0% |
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