-28.2%
EW vs YUM
+21.6%
-49.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -3.4% | -5.2% | +1.8% | -1.3% |
| 30D | -7.4% | -0.1% | -7.3% | -7.5% |
| 3M | +0.9% | -4.3% | +5.2% | +2.4% |
| 6M | +1.2% | -8.7% | +9.9% | +4.4% |
| YTD | +1.8% | -3.5% | +5.3% | +2.3% |
| 1Y | +10.8% | +0.5% | +10.4% | +9.1% |
| 3Y | +17.1% | +20.5% | -3.4% | +2.2% |
| 5Y | -28.2% | +21.8% | -50.0% | -38.4% |
| All | -28.2% | +21.6% | -49.8% | -38.4% |
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