+129.0%
INFY vs VT
+221.8%
-92.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.7% | +2.4% | -4.0% | -3.6% |
| 30D | +7.1% | -1.5% | +8.6% | +7.9% |
| 3M | -1.0% | -4.1% | +3.2% | +2.0% |
| 6M | +5.9% | +0.6% | +5.3% | +3.9% |
| YTD | -29.5% | +11.0% | -40.6% | -36.7% |
| 1Y | -26.0% | +13.3% | -39.3% | -34.7% |
| 3Y | -19.4% | +73.4% | -92.8% | -51.5% |
| 5Y | -40.9% | +57.4% | -98.4% | -61.4% |
| All | +129.0% | +221.8% | -92.8% | -20.8% |
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