+62.2%
INFY vs FTV
+87.0%
-24.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -8.7% | -1.3% | -7.4% | -8.2% |
| 30D | -13.0% | -9.5% | -3.5% | -9.5% |
| 3M | -8.8% | -10.9% | +2.1% | -4.7% |
| 6M | -22.6% | -0.6% | -21.9% | -22.9% |
| YTD | -37.3% | +1.4% | -38.8% | -38.2% |
| 1Y | -33.4% | +17.6% | -51.0% | -38.3% |
| 3Y | -32.3% | -3.3% | -29.0% | -33.2% |
| 5Y | -45.2% | -0.1% | -45.1% | -47.5% |
| 10Y | +80.0% | +82.5% | -2.5% | +43.2% |
| All | +62.2% | +87.0% | -24.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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