+14.1%
QCOM vs FTV
+17.3%
-3.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +4.3% | +3.9% | +0.4% | +1.4% |
| 30D | -0.1% | +18.7% | -18.7% | -11.5% |
| 3M | +5.2% | +10.0% | -4.8% | -1.8% |
| 6M | -18.4% | +14.6% | -32.9% | -26.4% |
| YTD | +2.4% | +23.4% | -21.0% | -14.7% |
| 1Y | +0.9% | +31.3% | -30.4% | -20.3% |
| 3Y | +48.4% | +39.8% | +8.6% | +9.6% |
| All | +14.1% | +17.3% | -3.2% | -5.0% |
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