+78.9%
INFY vs VFC
-69.1%
+148.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.6% |
| 7D | -5.4% | -1.4% | -4.0% | -5.1% |
| 30D | -9.9% | -9.0% | -0.9% | -8.3% |
| 3M | -4.6% | -24.2% | +19.6% | -0.1% |
| 6M | -18.5% | -18.5% | 0.0% | -16.1% |
| YTD | -36.5% | -25.9% | -10.7% | -33.7% |
| 1Y | -32.8% | -13.0% | -19.8% | -32.4% |
| 3Y | -32.2% | -20.3% | -11.9% | -37.0% |
| 5Y | -44.7% | -78.1% | +33.4% | -27.4% |
| All | +78.9% | -69.1% | +148.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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