+287.1%
INFY vs EFV
+252.1%
+35.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -9.8% | -2.0% | -7.8% | -8.2% |
| 30D | -13.4% | -0.2% | -13.2% | -13.2% |
| 3M | -7.2% | +9.1% | -16.4% | -14.0% |
| 6M | -20.6% | +11.7% | -32.3% | -28.2% |
| YTD | -37.5% | +17.0% | -54.5% | -45.8% |
| 1Y | -33.4% | +26.7% | -60.1% | -46.1% |
| 3Y | -32.4% | +90.2% | -122.6% | -62.0% |
| 5Y | -45.5% | +96.1% | -141.6% | -70.5% |
| 10Y | +79.7% | +164.5% | -84.8% | -27.7% |
| All | +287.1% | +252.1% | +35.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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