+8.0%
AVGO vs FTV
+30.9%
-23.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +25.0% | +3.7% | +21.3% | +24.7% |
| 30D | +2.0% | +16.8% | -14.9% | +2.3% |
| 3M | -12.3% | +10.4% | -22.7% | -12.1% |
| 6M | -12.8% | +12.8% | -25.6% | -12.3% |
| YTD | +5.9% | +23.3% | -17.4% | +7.8% |
| All | +8.0% | +30.9% | -23.0% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling