+63.8%
FTV vs INVH
+75.4%
-11.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -4.0% | -3.0% | -1.0% | -2.5% |
| 30D | -11.0% | -7.5% | -3.5% | -7.5% |
| 3M | -8.4% | -5.5% | -2.9% | -5.9% |
| 6M | -2.6% | +11.7% | -14.3% | -8.3% |
| YTD | -0.6% | +1.3% | -2.0% | -1.9% |
| 1Y | +11.0% | -6.1% | +17.0% | +13.6% |
| 3Y | -6.3% | -9.8% | +3.4% | -3.7% |
| 5Y | -1.5% | -19.7% | +18.1% | +5.9% |
| All | +63.8% | +75.4% | -11.6% | +22.7% |
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