+657.4%
UMAC vs INVH
-6.8%
+664.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -3.4% | -3.0% | -0.4% | -3.0% |
| 30D | -15.1% | -7.5% | -7.6% | -14.2% |
| 3M | -10.8% | -5.5% | -5.2% | -10.8% |
| 6M | +15.7% | +11.7% | +4.0% | +8.7% |
| YTD | +80.1% | +1.3% | +78.8% | +74.8% |
| 1Y | +116.7% | -6.1% | +122.8% | +120.1% |
| All | +657.4% | -6.8% | +664.2% | +638.4% |
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