+300.2%
USFD vs INVH
+72.9%
+227.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | +1.7% | -0.9% | +2.6% | +2.2% |
| 30D | +10.2% | +1.2% | +9.0% | +9.5% |
| 3M | -1.5% | -10.4% | +8.9% | +5.0% |
| 6M | +27.3% | -3.6% | +31.0% | +29.9% |
| YTD | +44.0% | -0.1% | +44.1% | +42.7% |
| 1Y | +50.4% | -0.7% | +51.0% | +49.2% |
| 3Y | +153.6% | -4.6% | +158.2% | +150.0% |
| 5Y | +219.0% | -21.7% | +240.6% | +250.5% |
| All | +300.2% | +72.9% | +227.3% | +194.5% |
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