+2,656.6%
INFY vs FE
+459.3%
+2,197.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | +7.1% | +4.5% | +2.5% | +5.7% |
| 3M | -1.0% | +1.3% | -2.3% | -1.4% |
| 6M | +5.9% | +8.7% | -2.8% | +3.0% |
| YTD | -29.5% | +9.2% | -38.8% | -31.8% |
| 1Y | -26.0% | +7.0% | -32.9% | -27.9% |
| 3Y | -19.4% | +51.4% | -70.8% | -30.6% |
| 5Y | -40.9% | +47.7% | -88.6% | -49.4% |
| 10Y | +121.9% | +125.0% | -3.1% | +59.3% |
| All | +2,656.6% | +459.3% | +2,197.3% | +2,274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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