+2,656.6%
INFY vs ES
+1,054.6%
+1,602.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | -4.0% | -1.1% | -2.9% | -3.6% |
| 30D | +7.8% | +8.2% | -0.4% | +4.8% |
| 3M | +0.1% | +0.6% | -0.5% | -0.2% |
| 6M | +4.2% | +6.0% | -1.8% | +1.9% |
| YTD | -29.5% | +9.3% | -38.9% | -32.2% |
| 1Y | -26.5% | +1.1% | -27.7% | -27.7% |
| 3Y | -19.8% | +51.9% | -71.7% | -34.1% |
| 5Y | -40.9% | +6.5% | -47.4% | -45.3% |
| 10Y | +121.9% | +94.8% | +27.1% | +51.9% |
| All | +2,656.6% | +1,054.6% | +1,602.0% | +815.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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