+2,299.5%
FTNT vs INVH
+75.5%
+2,224.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.0% |
| 7D | +1.6% | -3.1% | +4.7% | +3.0% |
| 30D | -1.9% | -7.5% | +5.6% | +1.5% |
| 3M | +14.4% | -6.3% | +20.7% | +17.3% |
| 6M | +88.7% | +9.4% | +79.2% | +79.2% |
| YTD | +100.0% | +1.4% | +98.6% | +96.0% |
| 1Y | +99.9% | -4.1% | +104.0% | +100.7% |
| 3Y | +147.9% | -9.2% | +157.1% | +149.8% |
| 5Y | +155.8% | -19.6% | +175.4% | +174.1% |
| All | +2,299.5% | +75.5% | +2,224.1% | +1,404.1% |
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