-32.2%
INFY vs FLR
+54.2%
-86.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | -5.4% | -3.5% | -1.9% | -5.2% |
| 30D | -9.9% | +4.2% | -14.0% | -10.1% |
| 3M | -4.6% | +8.1% | -12.6% | -5.5% |
| 6M | -18.5% | +21.5% | -40.0% | -21.1% |
| YTD | -36.5% | +36.8% | -73.3% | -39.6% |
| 1Y | -32.8% | +31.2% | -64.0% | -35.9% |
| 3Y | -32.2% | +53.9% | -86.1% | -40.6% |
| All | -32.2% | +54.2% | -86.4% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling