+78.9%
INFY vs FLR
+19.7%
+59.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | -5.4% | -3.5% | -1.9% | -5.1% |
| 30D | -9.9% | +4.2% | -14.0% | -10.2% |
| 3M | -4.6% | +8.1% | -12.6% | -5.8% |
| 6M | -18.5% | +21.5% | -40.0% | -20.9% |
| YTD | -36.5% | +36.8% | -73.3% | -39.3% |
| 1Y | -32.8% | +31.2% | -64.0% | -35.5% |
| 3Y | -32.2% | +53.9% | -86.1% | -37.3% |
| 5Y | -44.7% | +243.0% | -287.7% | -53.1% |
| All | +78.9% | +19.7% | +59.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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