+129.0%
INFY vs EXPD
+336.9%
-208.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | -4.0% | +3.6% | -7.6% | -5.3% |
| 30D | +7.8% | +0.3% | +7.5% | +7.3% |
| 3M | +0.1% | +6.1% | -6.0% | -2.6% |
| 6M | +4.2% | +27.4% | -23.2% | -5.9% |
| YTD | -29.5% | +32.0% | -61.5% | -37.4% |
| 1Y | -26.5% | +40.5% | -67.1% | -36.3% |
| 3Y | -19.8% | +75.7% | -95.5% | -37.8% |
| 5Y | -40.9% | +61.7% | -102.7% | -53.6% |
| All | +129.0% | +336.9% | -208.0% | +24.0% |
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