+54.2%
EWZ vs YUM
+40.9%
+13.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.0% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -24.4% | +10.0% | -34.3% | -26.6% |
| 3M | -4.6% | +7.5% | -12.1% | -7.0% |
| 6M | -11.6% | +8.8% | -20.4% | -14.4% |
| YTD | +2.4% | +8.2% | -5.8% | -1.2% |
| 1Y | +2.1% | +9.8% | -7.8% | -2.1% |
| 3Y | +18.7% | +36.4% | -17.7% | +2.2% |
| All | +54.2% | +40.9% | +13.3% | +23.1% |
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