+232.4%
FTI vs INVH
+75.4%
+157.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.4% | -3.0% | -1.4% | -2.9% |
| 30D | +1.5% | -7.5% | +9.0% | +5.5% |
| 3M | +8.2% | -5.5% | +13.7% | +10.8% |
| 6M | +18.8% | +11.7% | +7.1% | +10.8% |
| YTD | +71.7% | +1.3% | +70.3% | +67.6% |
| 1Y | +90.0% | -6.1% | +96.1% | +92.9% |
| 3Y | +270.5% | -9.8% | +280.3% | +275.8% |
| 5Y | +1,084.5% | -19.7% | +1,104.2% | +1,166.0% |
| All | +232.4% | +75.4% | +157.0% | +146.0% |
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