-3.5%
FSLY vs INVH
+34.2%
-37.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +12.5% | -3.0% | +15.5% | +14.4% |
| 30D | -18.8% | -7.5% | -11.3% | -15.4% |
| 3M | +22.7% | -5.5% | +28.2% | +25.8% |
| 6M | -3.7% | +11.7% | -15.4% | -12.4% |
| YTD | +127.5% | +1.3% | +126.2% | +116.9% |
| 1Y | +193.5% | -6.1% | +199.6% | +192.6% |
| 3Y | -1.3% | -9.8% | +8.4% | -1.6% |
| 5Y | -47.3% | -19.7% | -27.7% | -42.4% |
| All | -3.5% | +34.2% | -37.6% | +1.0% |
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