+195.5%
USFD vs INVH
-20.4%
+215.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -7.0% | -2.3% | -4.7% | -6.1% |
| 30D | -10.3% | -5.7% | -4.6% | -8.1% |
| 3M | +9.2% | -4.5% | +13.7% | +11.3% |
| 6M | +7.4% | +11.0% | -3.6% | +2.5% |
| YTD | +29.4% | +3.7% | +25.7% | +26.7% |
| 1Y | +24.8% | -2.8% | +27.7% | +25.8% |
| 3Y | +150.0% | -7.1% | +157.1% | +151.8% |
| 5Y | +195.5% | -19.4% | +214.9% | +223.0% |
| All | +195.5% | -20.4% | +215.9% | +223.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling