+78.9%
INFY vs EXPD
+332.1%
-253.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.8% |
| 7D | -5.4% | +2.0% | -7.4% | -6.1% |
| 30D | -9.9% | +4.4% | -14.3% | -11.4% |
| 3M | -4.6% | +15.7% | -20.3% | -10.1% |
| 6M | -18.5% | +37.5% | -55.9% | -28.5% |
| YTD | -36.5% | +29.9% | -66.5% | -43.1% |
| 1Y | -32.8% | +57.8% | -90.5% | -44.2% |
| 3Y | -32.2% | +71.6% | -103.8% | -46.7% |
| 5Y | -44.7% | +62.2% | -106.9% | -56.6% |
| All | +78.9% | +332.1% | -253.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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