+142.4%
FROG vs INVH
-21.2%
+163.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.4% |
| 7D | -2.2% | -3.1% | +1.0% | -0.9% |
| 30D | +3.0% | -7.5% | +10.4% | +6.2% |
| 3M | +10.3% | -6.3% | +16.6% | +12.9% |
| 6M | +116.7% | +9.4% | +107.3% | +105.8% |
| YTD | +41.9% | +1.4% | +40.5% | +38.7% |
| 1Y | +78.5% | -4.1% | +82.6% | +79.0% |
| 3Y | +224.1% | -9.2% | +233.3% | +225.4% |
| 5Y | +142.4% | -19.6% | +162.0% | +163.9% |
| All | +142.4% | -21.2% | +163.6% | +163.9% |
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