-32.2%
INFY vs USFR
+14.1%
-46.3%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -9.9% | +0.4% | -10.2% | -9.8% |
| 3M | -4.6% | +1.0% | -5.6% | -4.5% |
| 6M | -18.5% | +2.0% | -20.4% | -18.4% |
| YTD | -36.5% | +2.8% | -39.3% | -36.5% |
| 1Y | -32.8% | +4.1% | -36.8% | -32.9% |
| 3Y | -32.2% | +14.1% | -46.3% | -38.0% |
| All | -32.2% | +14.1% | -46.3% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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