+152.7%
INFY vs VCLT
+100.6%
+52.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -9.8% | -1.3% | -8.5% | -9.6% |
| 30D | -13.4% | -1.1% | -12.3% | -13.2% |
| 3M | -7.2% | -3.7% | -3.5% | -6.7% |
| 6M | -20.6% | -4.0% | -16.6% | -20.1% |
| YTD | -37.5% | -3.4% | -34.1% | -37.1% |
| 1Y | -33.4% | -4.1% | -29.2% | -32.9% |
| 3Y | -32.4% | +11.0% | -43.4% | -33.5% |
| 5Y | -45.5% | -17.0% | -28.5% | -45.4% |
| 10Y | +79.7% | +16.7% | +63.0% | +88.2% |
| All | +152.7% | +100.6% | +52.1% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling