+78.9%
INFY vs VIG
+250.0%
-171.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.8% |
| 7D | -5.4% | -1.1% | -4.3% | -4.4% |
| 30D | -9.9% | -2.7% | -7.1% | -7.5% |
| 3M | -4.6% | +2.5% | -7.1% | -6.5% |
| 6M | -18.5% | +9.2% | -27.7% | -24.5% |
| YTD | -36.5% | +9.8% | -46.4% | -41.5% |
| 1Y | -32.8% | +12.4% | -45.1% | -39.2% |
| 3Y | -32.2% | +55.9% | -88.1% | -54.2% |
| 5Y | -44.7% | +63.9% | -108.6% | -64.4% |
| All | +78.9% | +250.0% | -171.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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