+67.1%
FTV vs INVH
+79.4%
-12.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.1% |
| 30D | -9.5% | -5.7% | -3.8% | -6.9% |
| 3M | -10.9% | -4.5% | -6.4% | -9.0% |
| 6M | -0.6% | +11.0% | -11.6% | -6.2% |
| YTD | +1.4% | +3.7% | -2.3% | -1.1% |
| 1Y | +17.6% | -2.8% | +20.5% | +18.4% |
| 3Y | -3.3% | -7.1% | +3.9% | -1.9% |
| 5Y | -0.1% | -19.4% | +19.3% | +7.3% |
| All | +67.1% | +79.4% | -12.3% | +23.8% |
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