+513.6%
EWT vs YUM
+171.3%
+342.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | -1.1% | -6.1% | +4.9% | +0.8% |
| 30D | +4.5% | -5.8% | +10.3% | +6.2% |
| 3M | +8.3% | -7.6% | +15.9% | +10.3% |
| 6M | +54.2% | -9.1% | +63.4% | +57.7% |
| YTD | +74.6% | -5.5% | +80.1% | +75.8% |
| 1Y | +84.9% | -3.7% | +88.6% | +84.2% |
| 3Y | +197.5% | +17.8% | +179.7% | +172.0% |
| 5Y | +150.6% | +19.3% | +131.3% | +125.8% |
| All | +513.6% | +171.3% | +342.3% | +303.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling