+76.3%
INFY vs VCIT
+28.8%
+47.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -9.8% | -1.0% | -8.7% | -9.0% |
| 30D | -13.4% | -1.3% | -12.1% | -12.4% |
| 3M | -7.2% | -1.6% | -5.7% | -6.1% |
| 6M | -20.6% | -2.3% | -18.3% | -19.1% |
| YTD | -37.5% | -1.7% | -35.7% | -36.5% |
| 1Y | -33.4% | -0.7% | -32.6% | -32.9% |
| 3Y | -32.4% | +18.1% | -50.5% | -41.3% |
| 5Y | -45.5% | +2.4% | -47.9% | -45.9% |
| All | +76.3% | +28.8% | +47.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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