+51.8%
FTNT vs INVH
+1.1%
+50.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.2% |
| 7D | -25.7% | +3.1% | -28.7% | -25.6% |
| 30D | -29.7% | +5.8% | -35.5% | -29.5% |
| 3M | -23.1% | -8.5% | -14.6% | -23.6% |
| 6M | +45.0% | -1.3% | +46.3% | +44.1% |
| YTD | +62.9% | +2.6% | +60.4% | +61.2% |
| 1Y | +51.8% | +0.7% | +51.1% | +55.9% |
| All | +51.8% | +1.1% | +50.8% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling