+142.8%
EFA vs YUM
+171.3%
-28.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.8% |
| 7D | -1.5% | -6.1% | +4.5% | +0.8% |
| 30D | -1.7% | -5.8% | +4.2% | +0.5% |
| 3M | +3.5% | -7.6% | +11.1% | +6.1% |
| 6M | +9.5% | -9.1% | +18.6% | +12.8% |
| YTD | +12.9% | -5.5% | +18.4% | +14.2% |
| 1Y | +18.2% | -3.7% | +21.9% | +18.3% |
| 3Y | +64.8% | +17.8% | +47.0% | +49.7% |
| 5Y | +53.9% | +19.3% | +34.6% | +37.6% |
| All | +142.8% | +171.3% | -28.5% | +62.1% |
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