+711.1%
AVGO vs FTV
+1.8%
+709.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -0.8% | -1.3% | +0.5% | -0.1% |
| 30D | -13.7% | -9.5% | -4.2% | -8.4% |
| 3M | -6.9% | -10.9% | +4.0% | -1.0% |
| 6M | +5.8% | -0.6% | +6.4% | +4.0% |
| YTD | +5.7% | +1.4% | +4.2% | +0.5% |
| 1Y | +9.0% | +17.6% | -8.6% | -8.1% |
| 3Y | +340.5% | -3.3% | +343.8% | +327.3% |
| 5Y | +711.1% | -0.1% | +711.2% | +627.0% |
| All | +711.1% | +1.8% | +709.2% | +627.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling