+45.0%
EEM vs YUM
+19.0%
+26.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | -1.3% | -6.1% | +4.8% | +0.5% |
| 30D | +2.1% | -5.8% | +7.9% | +3.7% |
| 3M | +1.0% | -7.6% | +8.7% | +2.9% |
| 6M | +15.9% | -9.1% | +25.1% | +18.5% |
| YTD | +24.6% | -5.5% | +30.2% | +25.5% |
| 1Y | +32.3% | -3.7% | +36.0% | +31.8% |
| 3Y | +85.9% | +17.8% | +68.1% | +67.1% |
| All | +45.0% | +19.0% | +26.0% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling