+548.6%
FAST vs YUM
+212.6%
+335.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -3.7% | +8.0% | +5.9% |
| 30D | +8.3% | +9.2% | -0.9% | +4.1% |
| 3M | +6.5% | +11.2% | -4.8% | +1.1% |
| 6M | +29.5% | +7.7% | +21.8% | +24.2% |
| YTD | +41.3% | +7.5% | +33.8% | +35.1% |
| 1Y | +37.4% | +8.3% | +29.1% | +30.8% |
| 3Y | +98.5% | +34.8% | +63.7% | +67.5% |
| 5Y | +111.1% | +41.6% | +69.5% | +72.2% |
| 10Y | +548.6% | +215.3% | +333.3% | +271.1% |
| All | +548.6% | +212.6% | +335.9% | +271.1% |
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 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