+1,115.5%
FLEX vs YUM
+171.3%
+944.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.3% | +8.5% |
| 7D | +5.7% | -6.1% | +11.8% | +9.7% |
| 30D | -7.0% | -5.8% | -1.2% | -4.2% |
| 3M | -23.8% | -7.6% | -16.2% | -21.6% |
| 6M | +82.6% | -9.1% | +91.8% | +89.2% |
| YTD | +91.6% | -5.5% | +97.1% | +92.1% |
| 1Y | +100.6% | -3.7% | +104.3% | +96.0% |
| 3Y | +479.8% | +17.8% | +462.0% | +372.1% |
| 5Y | +746.5% | +19.3% | +727.2% | +576.1% |
| All | +1,115.5% | +171.3% | +944.2% | +473.1% |
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