+128.5%
EEM vs YUM
+171.3%
-42.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | -1.3% | -6.1% | +4.8% | +1.0% |
| 30D | +2.1% | -5.8% | +7.9% | +4.1% |
| 3M | +1.0% | -7.6% | +8.7% | +3.4% |
| 6M | +15.9% | -9.1% | +25.1% | +19.0% |
| YTD | +24.6% | -5.5% | +30.2% | +25.8% |
| 1Y | +32.3% | -3.7% | +36.0% | +32.0% |
| 3Y | +85.9% | +17.8% | +68.1% | +68.3% |
| 5Y | +45.4% | +19.3% | +26.1% | +29.5% |
| All | +128.5% | +171.3% | -42.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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