+78.9%
INFY vs VCLT
+17.1%
+61.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -1.4% | -4.0% | -4.9% |
| 30D | -9.9% | -1.2% | -8.7% | -9.4% |
| 3M | -4.6% | -4.8% | +0.2% | -2.7% |
| 6M | -18.5% | -2.6% | -15.9% | -17.6% |
| YTD | -36.5% | -3.3% | -33.2% | -35.6% |
| 1Y | -32.8% | -4.8% | -27.9% | -31.4% |
| 3Y | -32.2% | +11.5% | -43.7% | -35.5% |
| 5Y | -44.7% | -17.0% | -27.7% | -40.6% |
| All | +78.9% | +17.1% | +61.8% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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