+255.9%
INFY vs VT
+357.6%
-101.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -3.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.8% |
| 30D | +15.5% | -2.6% | +18.1% | +17.8% |
| 3M | -1.1% | -3.2% | +2.1% | +1.3% |
| 6M | -1.3% | +0.9% | -2.3% | -3.8% |
| YTD | -29.0% | +11.3% | -40.3% | -37.0% |
| 1Y | -23.3% | +14.0% | -37.3% | -33.6% |
| 3Y | -17.8% | +75.8% | -93.7% | -53.5% |
| 5Y | -39.4% | +57.8% | -97.3% | -62.2% |
| 10Y | +123.2% | +219.8% | -96.6% | -31.9% |
| All | +255.9% | +357.6% | -101.8% | -20.5% |
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