+347.0%
EWZ vs YUM
+4,517.4%
-4,170.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +0.1% | -4.1% | +4.1% | +2.1% |
| 30D | -25.9% | +8.4% | -34.2% | -29.0% |
| 3M | -6.1% | +6.5% | -12.7% | -9.7% |
| 6M | -16.1% | +5.3% | -21.4% | -19.2% |
| YTD | +1.0% | +6.9% | -5.9% | -4.0% |
| 1Y | 0.0% | +8.7% | -8.8% | -6.0% |
| 3Y | +16.8% | +34.1% | -17.2% | -3.3% |
| 5Y | +52.1% | +39.9% | +12.1% | +21.6% |
| 10Y | +63.6% | +213.6% | -150.0% | -14.0% |
| All | +347.0% | +4,517.4% | -4,170.4% | -3.2% |
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