+122.0%
INFY vs VCIT
+30.9%
+91.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.9% |
| 30D | +13.6% | +1.5% | +12.1% | +12.3% |
| 3M | -2.4% | -1.0% | -1.4% | -1.6% |
| 6M | +2.2% | -1.7% | +3.8% | +3.6% |
| YTD | -29.5% | -1.4% | -28.1% | -28.7% |
| 1Y | -26.1% | -0.9% | -25.2% | -25.5% |
| 3Y | -19.7% | +19.8% | -39.5% | -30.9% |
| 5Y | -39.6% | +4.6% | -44.2% | -41.3% |
| 10Y | +122.0% | +31.5% | +90.5% | +100.9% |
| All | +122.0% | +30.9% | +91.1% | +100.9% |
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