+78.9%
INFY vs VSH
+196.4%
-117.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.7% | +0.2% |
| 7D | -5.4% | +4.8% | -10.1% | -6.3% |
| 30D | -9.9% | -0.7% | -9.2% | -10.0% |
| 3M | -4.6% | -43.1% | +38.5% | +4.9% |
| 6M | -18.5% | +91.8% | -110.2% | -37.5% |
| YTD | -36.5% | +131.6% | -168.2% | -54.2% |
| 1Y | -32.8% | +118.1% | -150.8% | -51.1% |
| 3Y | -32.2% | +40.9% | -73.1% | -46.3% |
| 5Y | -44.7% | +75.8% | -120.4% | -60.3% |
| All | +78.9% | +196.4% | -117.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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