-27.0%
ETHA vs YUM
+14.4%
-41.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.2% |
| 7D | +3.5% | -6.1% | +9.5% | +3.5% |
| 30D | +35.3% | -5.8% | +41.1% | +35.2% |
| 3M | +50.9% | -7.6% | +58.5% | +50.7% |
| 6M | +22.1% | -9.1% | +31.3% | +22.4% |
| YTD | -14.6% | -5.5% | -9.1% | -14.5% |
| 1Y | -42.8% | -3.7% | -39.1% | -42.2% |
| All | -27.0% | +14.4% | -41.4% | -40.3% |
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