+579.0%
AVGO vs FTV
+17.2%
+561.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.8% |
| 7D | +6.1% | -0.7% | +6.7% | +6.8% |
| 30D | -2.7% | +18.3% | -21.0% | -11.9% |
| 3M | -16.9% | +10.2% | -27.1% | -21.7% |
| 6M | -19.1% | +12.8% | -32.0% | -25.7% |
| YTD | +0.3% | +23.4% | -23.1% | -15.3% |
| 1Y | -1.2% | +31.4% | -32.6% | -20.7% |
| 3Y | +272.4% | +38.7% | +233.8% | +184.7% |
| 5Y | +579.0% | +18.6% | +560.4% | +453.6% |
| All | +579.0% | +17.2% | +561.8% | +453.6% |
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