+614.8%
FLEX vs YUM
+215.4%
+399.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.3% | -4.7% |
| 7D | +7.5% | +0.1% | +7.3% | +7.3% |
| 30D | -25.3% | +10.0% | -35.3% | -30.1% |
| 3M | -39.7% | +7.5% | -47.2% | -43.4% |
| 6M | -47.9% | +8.8% | -56.6% | -52.2% |
| YTD | +24.1% | +8.2% | +15.9% | +13.1% |
| 1Y | +26.0% | +9.8% | +16.1% | +13.1% |
| 3Y | +282.7% | +36.4% | +246.2% | +180.8% |
| 5Y | +424.2% | +41.7% | +382.5% | +268.8% |
| All | +614.8% | +215.4% | +399.4% | +192.8% |
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