+236.0%
INFY vs VT
+374.2%
-138.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.9% | +0.4% | -3.4% | -3.3% |
| 30D | -6.2% | +1.0% | -7.2% | -7.1% |
| 3M | -4.9% | +2.4% | -7.3% | -7.7% |
| 6M | -16.6% | +12.0% | -28.6% | -26.0% |
| YTD | -32.9% | +15.3% | -48.3% | -42.1% |
| 1Y | -26.9% | +22.6% | -49.5% | -40.5% |
| 3Y | -26.6% | +74.7% | -101.3% | -57.9% |
| 5Y | -44.1% | +66.1% | -110.2% | -66.5% |
| 10Y | +90.0% | +225.0% | -135.0% | -42.5% |
| All | +236.0% | +374.2% | -138.2% | -27.0% |
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 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