+2,257.6%
FTNT vs INVH
+75.4%
+2,182.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -3.0% | +2.9% | +1.2% |
| 30D | -3.0% | -7.5% | +4.6% | +0.4% |
| 3M | +7.6% | -5.5% | +13.1% | +10.0% |
| 6M | +87.0% | +11.7% | +75.2% | +75.9% |
| YTD | +96.5% | +1.3% | +95.2% | +92.6% |
| 1Y | +92.9% | -6.1% | +99.0% | +95.8% |
| 3Y | +139.8% | -9.8% | +149.6% | +142.4% |
| 5Y | +151.3% | -19.7% | +171.0% | +169.4% |
| All | +2,257.6% | +75.4% | +2,182.2% | +1,378.3% |
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