+85.5%
ETN vs YUM
+17.9%
+67.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.1% |
| 7D | +3.5% | -6.1% | +9.6% | +4.0% |
| 30D | -7.5% | -5.8% | -1.7% | -7.2% |
| 3M | +8.3% | -7.6% | +16.0% | +8.7% |
| 6M | +20.2% | -9.1% | +29.3% | +21.0% |
| YTD | +34.7% | -5.5% | +40.2% | +34.5% |
| 1Y | +19.4% | -3.7% | +23.2% | +19.0% |
| 3Y | +85.5% | +17.8% | +67.7% | +76.2% |
| All | +85.5% | +17.9% | +67.6% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling