+2.3%
QCOM vs FTV
+37.8%
-35.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +4.6% |
| 7D | -5.3% | +6.6% | -11.9% | -7.2% |
| 30D | -4.2% | +19.1% | -23.3% | -9.2% |
| 3M | +7.0% | +13.1% | -6.0% | +2.9% |
| 6M | +3.8% | +14.0% | -10.2% | -0.1% |
| YTD | +2.8% | +24.2% | -21.4% | -4.9% |
| 1Y | +2.3% | +36.4% | -34.1% | -8.8% |
| All | +2.3% | +37.8% | -35.5% | -8.8% |
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