+44.7%
EWZ vs YUM
+21.5%
+23.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -0.1% | -3.6% | +3.5% | +0.8% |
| 30D | +8.2% | +0.4% | +7.8% | +7.9% |
| 3M | +13.3% | -3.8% | +17.1% | +14.0% |
| 6M | +3.6% | -8.3% | +11.9% | +5.4% |
| YTD | +21.0% | -2.6% | +23.6% | +20.8% |
| 1Y | +34.7% | +1.5% | +33.2% | +32.7% |
| All | +44.7% | +21.5% | +23.3% | +30.9% |
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 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