+2,016.0%
EQT vs YUM
+4,087.9%
-2,071.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.2% | -5.2% | +4.0% | +0.3% |
| 30D | +1.1% | -0.1% | +1.2% | +1.0% |
| 3M | +4.8% | -4.3% | +9.1% | +5.6% |
| 6M | -10.6% | -8.7% | -1.9% | -8.9% |
| YTD | +3.4% | -3.5% | +6.9% | +3.6% |
| 1Y | +8.7% | +0.5% | +8.2% | +7.5% |
| 3Y | +35.0% | +20.5% | +14.4% | +25.8% |
| 5Y | +204.2% | +21.8% | +182.4% | +181.6% |
| 10Y | +52.5% | +176.5% | -124.0% | +8.6% |
| All | +2,016.0% | +4,087.9% | -2,071.8% | +834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling