+320.7%
QCOM vs FTV
+119.0%
+201.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | +3.7% | +7.5% | -3.8% | -1.0% |
| 6M | -13.3% | +8.5% | -21.8% | -18.0% |
| YTD | -1.8% | +18.8% | -20.6% | -13.9% |
| 1Y | -2.5% | +28.5% | -31.1% | -19.0% |
| 3Y | +47.0% | +34.0% | +13.0% | +18.9% |
| 5Y | +13.1% | +12.6% | +0.5% | +0.5% |
| 10Y | +224.7% | +111.4% | +113.3% | +128.3% |
| All | +320.7% | +119.0% | +201.7% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling