+11.2%
QCOM vs FTV
+12.0%
-0.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | -6.6% | +15.7% | -22.3% | -15.7% |
| 3M | +3.7% | +7.5% | -3.8% | -1.6% |
| 6M | -13.3% | +8.5% | -21.8% | -18.7% |
| YTD | -1.8% | +18.8% | -20.6% | -15.9% |
| 1Y | -2.5% | +28.5% | -31.1% | -21.9% |
| 3Y | +47.0% | +34.0% | +13.0% | +12.1% |
| All | +11.2% | +12.0% | -0.8% | -6.2% |
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