-20.6%
INFY vs VCLT
-4.4%
-16.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.8% |
| 7D | -9.8% | -1.3% | -8.5% | -8.7% |
| 30D | -13.4% | -1.1% | -12.3% | -12.5% |
| 3M | -7.2% | -3.7% | -3.5% | -4.9% |
| 6M | -20.6% | -4.0% | -16.6% | -17.9% |
| All | -20.6% | -4.4% | -16.2% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling