+85.4%
FROG vs INVH
+1.1%
+84.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.1% | -1.1% |
| 7D | -14.1% | +3.1% | -17.1% | -13.0% |
| 30D | -11.8% | +5.8% | -17.6% | -9.9% |
| 3M | +0.1% | -8.5% | +8.6% | -2.1% |
| 6M | +64.2% | -1.3% | +65.6% | +64.7% |
| YTD | +38.2% | +2.6% | +35.6% | +36.6% |
| 1Y | +85.4% | +0.7% | +84.7% | +95.8% |
| All | +85.4% | +1.1% | +84.3% | +95.8% |
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