+2,660.6%
AVGO vs FTV
+109.2%
+2,551.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | +18.2% | +3.9% | +14.3% | +15.4% |
| 30D | +0.2% | +18.7% | -18.4% | -10.1% |
| 3M | -16.8% | +10.0% | -26.8% | -21.9% |
| 6M | -16.5% | +14.6% | -31.0% | -24.5% |
| YTD | +0.8% | +23.4% | -22.6% | -15.3% |
| 1Y | +2.8% | +31.3% | -28.5% | -17.5% |
| 3Y | +278.5% | +39.8% | +238.7% | +189.7% |
| 5Y | +573.1% | +17.7% | +555.4% | +469.9% |
| All | +2,660.6% | +109.2% | +2,551.4% | +1,327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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