+19.3%
ETN vs YUM
+5.7%
+13.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.2% |
| 7D | +2.0% | -2.0% | +4.1% | +1.6% |
| 30D | -7.9% | -1.1% | -6.8% | -8.0% |
| 3M | -1.6% | +1.8% | -3.4% | -1.7% |
| 6M | +16.9% | -4.7% | +21.6% | +17.2% |
| YTD | +30.1% | +0.6% | +29.5% | +31.6% |
| 1Y | +19.3% | +6.4% | +12.9% | +23.9% |
| All | +19.3% | +5.7% | +13.6% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling