+254.0%
QCOM vs FTV
+79.5%
+174.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | +3.3% | -4.5% | +7.8% | +6.3% |
| 30D | +7.7% | -7.1% | +14.8% | +12.8% |
| 3M | -30.1% | -7.2% | -22.9% | -27.0% |
| 6M | +22.8% | -1.5% | +24.3% | +22.6% |
| YTD | +0.2% | +3.5% | -3.3% | -4.3% |
| 1Y | +7.9% | +20.3% | -12.5% | -7.3% |
| 3Y | +55.8% | -3.1% | +58.9% | +54.2% |
| 5Y | +30.1% | +2.3% | +27.7% | +23.0% |
| All | +254.0% | +79.5% | +174.5% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling