+76.3%
INFY vs FIVE
+483.6%
-407.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | -9.8% | +0.6% | -10.3% | -9.9% |
| 30D | -13.4% | +3.0% | -16.4% | -14.1% |
| 3M | -7.2% | +23.2% | -30.4% | -11.2% |
| 6M | -20.6% | +9.2% | -29.8% | -22.7% |
| YTD | -37.5% | +28.1% | -65.5% | -41.0% |
| 1Y | -33.4% | +65.3% | -98.6% | -40.4% |
| 3Y | -32.4% | +49.4% | -81.8% | -41.3% |
| 5Y | -45.5% | +29.5% | -75.0% | -52.8% |
| All | +76.3% | +483.6% | -407.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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