+78.9%
INFY vs FDS
+64.8%
+14.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -5.4% | -14.0% | +8.6% | +0.3% |
| 30D | -9.9% | -6.2% | -3.6% | -7.7% |
| 3M | -4.6% | +10.2% | -14.7% | -8.2% |
| 6M | -18.5% | +27.4% | -45.9% | -26.1% |
| YTD | -36.5% | -9.3% | -27.3% | -35.2% |
| 1Y | -32.8% | -28.6% | -4.1% | -25.3% |
| 3Y | -32.2% | -36.8% | +4.6% | -22.0% |
| 5Y | -44.7% | -28.6% | -16.1% | -40.5% |
| All | +78.9% | +64.8% | +14.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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