-0.7%
AVGO vs FTV
+18.2%
-18.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | -13.7% | -9.5% | -4.2% | -13.7% |
| 3M | -6.9% | -10.9% | +4.0% | -6.6% |
| 6M | +5.8% | -0.6% | +6.4% | +5.2% |
| YTD | +5.7% | +1.4% | +4.2% | +5.9% |
| All | -0.7% | +18.2% | -18.8% | -4.0% |
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