+80.3%
INFY vs ELF
+303.8%
-223.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -5.4% | -11.6% | +6.3% | -3.9% |
| 30D | -9.9% | +4.6% | -14.5% | -10.5% |
| 3M | -4.6% | +59.7% | -64.3% | -10.5% |
| 6M | -18.5% | +21.2% | -39.7% | -21.2% |
| YTD | -36.5% | +27.4% | -64.0% | -39.3% |
| 1Y | -32.8% | -29.8% | -2.9% | -31.5% |
| 3Y | -32.2% | -28.5% | -3.7% | -35.4% |
| 5Y | -44.7% | +220.0% | -264.7% | -60.2% |
| All | +80.3% | +303.8% | -223.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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