+164.5%
USFD vs INVH
-8.0%
+172.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.3% | -3.1% | -0.2% | -2.4% |
| 30D | -5.3% | -7.1% | +1.8% | -3.2% |
| 3M | +18.8% | -3.0% | +21.7% | +19.9% |
| 6M | +14.3% | +10.1% | +4.2% | +11.0% |
| YTD | +36.9% | +3.8% | +33.0% | +35.1% |
| 1Y | +31.7% | -2.1% | +33.8% | +32.5% |
| 3Y | +164.5% | -7.0% | +171.5% | +167.2% |
| All | +164.5% | -8.0% | +172.5% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling