+78.9%
INFY vs VYM
+209.2%
-130.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | -5.4% | -0.8% | -4.6% | -4.7% |
| 30D | -9.9% | -2.2% | -7.6% | -8.1% |
| 3M | -4.6% | +3.1% | -7.6% | -6.8% |
| 6M | -18.5% | +9.7% | -28.2% | -24.4% |
| YTD | -36.5% | +14.9% | -51.4% | -43.3% |
| 1Y | -32.8% | +17.6% | -50.3% | -41.1% |
| 3Y | -32.2% | +65.3% | -97.5% | -55.2% |
| 5Y | -44.7% | +78.7% | -123.4% | -65.8% |
| All | +78.9% | +209.2% | -130.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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