+4,973.1%
ETN vs YUM
+4,000.0%
+973.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.8% |
| 7D | +3.5% | -6.1% | +9.6% | +5.9% |
| 30D | -7.5% | -5.8% | -1.7% | -5.7% |
| 3M | +8.3% | -7.6% | +16.0% | +10.6% |
| 6M | +20.2% | -9.1% | +29.3% | +23.2% |
| YTD | +34.7% | -5.5% | +40.2% | +35.7% |
| 1Y | +19.4% | -3.7% | +23.2% | +18.8% |
| 3Y | +85.5% | +17.8% | +67.7% | +68.2% |
| 5Y | +186.6% | +19.3% | +167.3% | +157.9% |
| 10Y | +724.7% | +170.7% | +554.0% | +450.1% |
| All | +4,973.1% | +4,000.0% | +973.1% | +1,705.6% |
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