+1,301.2%
FERG vs YUM
+687.6%
+613.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.0% | -5.2% | +4.2% | -0.2% |
| 30D | -11.8% | -0.1% | -11.7% | -11.9% |
| 3M | -1.2% | -4.3% | +3.0% | -0.9% |
| 6M | -2.3% | -8.7% | +6.4% | -1.3% |
| YTD | +0.8% | -3.5% | +4.3% | +1.0% |
| 1Y | +0.5% | +0.5% | 0.0% | -0.1% |
| 3Y | +51.4% | +20.5% | +30.9% | +46.2% |
| 5Y | +67.5% | +21.8% | +45.7% | +61.0% |
| 10Y | +348.1% | +176.5% | +171.6% | +308.3% |
| All | +1,301.2% | +687.6% | +613.6% | +1,146.1% |
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 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