+432.5%
EWZ vs YUM
+4,245.5%
-3,812.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +6.5% | -2.0% | +8.5% | +7.6% |
| 30D | +4.8% | -1.1% | +5.9% | +5.1% |
| 3M | +9.9% | +1.8% | +8.1% | +8.2% |
| 6M | +1.9% | -4.7% | +6.7% | +3.4% |
| YTD | +20.3% | +0.6% | +19.7% | +18.4% |
| 1Y | +35.6% | +6.4% | +29.2% | +29.0% |
| 3Y | +43.4% | +22.6% | +20.8% | +24.8% |
| 5Y | +55.9% | +26.0% | +30.0% | +32.0% |
| 10Y | +84.2% | +174.6% | -90.5% | +4.0% |
| All | +432.5% | +4,245.5% | -3,812.9% | +19.5% |
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