+259.0%
INFY vs VT
+346.0%
-87.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.6% |
| 7D | -0.4% | -2.3% | +1.9% | +1.5% |
| 30D | +18.5% | -5.0% | +23.4% | +23.7% |
| 3M | +1.1% | -4.9% | +6.0% | +5.4% |
| 6M | +1.0% | -1.5% | +2.6% | +1.0% |
| YTD | -28.3% | +8.5% | -36.8% | -34.9% |
| 1Y | -21.1% | +11.4% | -32.4% | -30.1% |
| 3Y | -19.5% | +70.1% | -89.6% | -53.0% |
| 5Y | -37.5% | +53.7% | -91.3% | -60.0% |
| 10Y | +117.7% | +220.0% | -102.3% | -33.7% |
| All | +259.0% | +346.0% | -87.0% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling