+8.1%
FPS vs INVH
+9.4%
-1.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.3% |
| 7D | +3.1% | -2.9% | +6.0% | +1.7% |
| 30D | -18.6% | -6.9% | -11.6% | -21.2% |
| 3M | -51.5% | -2.7% | -48.8% | -52.0% |
| 6M | -8.5% | +8.2% | -16.7% | -12.9% |
| All | +8.1% | +9.4% | -1.3% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling