+177.0%
FDX vs YUM
+177.1%
-0.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -3.9% | -5.2% | +1.3% | -1.5% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | -2.0% | -4.3% | +2.3% | -0.6% |
| 6M | +8.0% | -8.7% | +16.8% | +11.8% |
| YTD | +35.0% | -3.5% | +38.5% | +36.0% |
| 1Y | +73.7% | +0.5% | +73.2% | +71.1% |
| 3Y | +61.6% | +20.5% | +41.1% | +43.0% |
| 5Y | +65.4% | +21.8% | +43.6% | +43.7% |
| All | +177.0% | +177.1% | -0.1% | +61.4% |
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