+2,351.6%
INFY vs ETR
+2,058.0%
+293.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -8.7% | +0.4% | -9.1% | -8.8% |
| 30D | -13.0% | +2.0% | -15.0% | -13.5% |
| 3M | -8.8% | -1.7% | -7.1% | -8.5% |
| 6M | -22.6% | +3.6% | -26.1% | -23.9% |
| YTD | -37.3% | +18.0% | -55.4% | -40.7% |
| 1Y | -33.4% | +26.2% | -59.6% | -38.2% |
| 3Y | -32.3% | +148.0% | -180.3% | -49.1% |
| 5Y | -45.2% | +126.1% | -171.3% | -58.2% |
| 10Y | +80.0% | +302.3% | -222.3% | +15.0% |
| All | +2,351.6% | +2,058.0% | +293.6% | +1,961.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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