+80.0%
INFY vs VT
+222.7%
-142.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -8.7% | -0.1% | -8.6% | -8.6% |
| 30D | -13.0% | -0.7% | -12.3% | -12.5% |
| 3M | -8.8% | +4.0% | -12.8% | -12.3% |
| 6M | -22.6% | +12.3% | -34.9% | -30.6% |
| YTD | -37.3% | +14.0% | -51.4% | -44.6% |
| 1Y | -33.4% | +20.3% | -53.7% | -43.8% |
| 3Y | -32.3% | +75.4% | -107.7% | -59.3% |
| 5Y | -45.2% | +66.0% | -111.2% | -65.5% |
| 10Y | +80.0% | +228.2% | -148.2% | -36.2% |
| All | +80.0% | +222.7% | -142.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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