-5.3%
FSLY vs INVH
+37.3%
-42.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | +11.2% | -2.3% | +13.4% | +12.6% |
| 30D | -18.2% | -5.7% | -12.4% | -15.6% |
| 3M | +21.9% | -4.5% | +26.4% | +24.2% |
| 6M | +4.0% | +11.0% | -6.9% | -5.0% |
| YTD | +123.1% | +3.7% | +119.4% | +110.0% |
| 1Y | +196.9% | -2.8% | +199.7% | +190.1% |
| 3Y | -1.3% | -7.1% | +5.9% | -3.2% |
| 5Y | -50.2% | -19.4% | -30.8% | -45.6% |
| All | -5.3% | +37.3% | -42.6% | -2.2% |
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