+2,351.6%
INFY vs VFC
+135.8%
+2,215.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | -8.7% | -2.3% | -6.3% | -8.1% |
| 30D | -13.0% | -13.4% | +0.4% | -9.6% |
| 3M | -8.8% | -23.7% | +14.9% | -2.9% |
| 6M | -22.6% | -24.5% | +1.9% | -17.7% |
| YTD | -37.3% | -27.8% | -9.5% | -32.9% |
| 1Y | -33.4% | -13.5% | -19.9% | -33.0% |
| 3Y | -32.3% | -27.1% | -5.2% | -37.8% |
| 5Y | -45.2% | -79.0% | +33.8% | -25.8% |
| 10Y | +80.0% | -68.7% | +148.8% | +92.4% |
| All | +2,351.6% | +135.8% | +2,215.7% | +1,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling