+255.3%
INFY vs VIG
+614.0%
-358.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.2% |
| 7D | -8.7% | -1.2% | -7.5% | -7.4% |
| 30D | -13.0% | -2.8% | -10.2% | -10.1% |
| 3M | -8.8% | +2.5% | -11.2% | -11.1% |
| 6M | -22.6% | +8.1% | -30.7% | -29.1% |
| YTD | -37.3% | +9.6% | -46.9% | -43.4% |
| 1Y | -33.4% | +14.2% | -47.5% | -42.6% |
| 3Y | -32.3% | +56.1% | -88.4% | -59.4% |
| 5Y | -45.2% | +62.8% | -108.1% | -69.1% |
| 10Y | +80.0% | +248.2% | -168.2% | -61.9% |
| All | +255.3% | +614.0% | -358.7% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling