+129.0%
INFY vs VT
+222.7%
-93.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -4.0% | +2.9% | -6.9% | -6.3% |
| 30D | +7.8% | -2.5% | +10.3% | +9.6% |
| 3M | +0.1% | -3.3% | +3.4% | +2.4% |
| 6M | +4.2% | +1.5% | +2.7% | +1.4% |
| YTD | -29.5% | +11.4% | -40.9% | -36.8% |
| 1Y | -26.5% | +11.9% | -38.4% | -34.5% |
| 3Y | -19.8% | +73.9% | -93.7% | -51.9% |
| 5Y | -40.9% | +57.9% | -98.8% | -61.4% |
| All | +129.0% | +222.7% | -93.7% | -21.0% |
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