+34.6%
FROG vs INVH
+14.2%
+20.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.5% | -3.0% | +2.5% | +0.8% |
| 30D | +1.3% | -7.5% | +8.8% | +4.5% |
| 3M | +11.1% | -5.5% | +16.6% | +13.3% |
| 6M | +108.3% | +11.7% | +96.6% | +96.2% |
| YTD | +39.6% | +1.3% | +38.2% | +36.5% |
| 1Y | +74.7% | -6.1% | +80.8% | +77.0% |
| 3Y | +224.1% | -9.8% | +233.9% | +227.3% |
| 5Y | +138.4% | -19.7% | +158.1% | +154.3% |
| All | +34.6% | +14.2% | +20.4% | +17.7% |
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