+2,761.7%
AVGO vs FTV
+80.1%
+2,681.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.5% |
| 7D | +1.0% | -5.2% | +6.2% | +4.5% |
| 30D | -13.3% | -11.5% | -1.8% | -6.4% |
| 3M | -2.9% | -9.0% | +6.2% | +2.0% |
| 6M | +5.7% | -2.0% | +7.7% | +5.1% |
| YTD | +4.6% | -0.9% | +5.6% | +1.4% |
| 1Y | -1.6% | +14.8% | -16.5% | -14.6% |
| 3Y | +336.2% | -5.5% | +341.7% | +332.0% |
| 5Y | +695.6% | -1.9% | +697.5% | +656.9% |
| All | +2,761.7% | +80.1% | +2,681.6% | +1,950.5% |
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