+251.8%
USFD vs INVH
+75.4%
+176.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -8.4% | -3.0% | -5.4% | -6.7% |
| 30D | -14.1% | -7.5% | -6.5% | -10.1% |
| 3M | +4.5% | -5.5% | +10.0% | +7.9% |
| 6M | +4.4% | +11.7% | -7.3% | -2.7% |
| YTD | +26.6% | +1.3% | +25.2% | +24.3% |
| 1Y | +19.4% | -6.1% | +25.4% | +22.4% |
| 3Y | +144.6% | -9.8% | +154.4% | +149.6% |
| 5Y | +194.5% | -19.7% | +214.2% | +217.7% |
| All | +251.8% | +75.4% | +176.4% | +156.7% |
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