+34.8%
FROG vs INVH
+16.8%
+18.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.8% | -2.3% | -2.5% | -3.9% |
| 30D | -0.9% | -5.7% | +4.8% | +1.4% |
| 3M | +7.5% | -4.5% | +11.9% | +9.2% |
| 6M | +107.0% | +11.0% | +96.1% | +95.8% |
| YTD | +39.8% | +3.7% | +36.1% | +35.4% |
| 1Y | +74.8% | -2.8% | +77.7% | +74.5% |
| 3Y | +219.3% | -7.1% | +226.4% | +218.5% |
| 5Y | +133.0% | -19.4% | +152.4% | +148.5% |
| All | +34.8% | +16.8% | +18.0% | +16.8% |
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 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