+2,815.5%
FLEX vs YUM
+4,264.3%
-1,448.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | -0.9% | -2.0% | +1.2% | +0.1% |
| 30D | -10.1% | -1.1% | -9.1% | -10.1% |
| 3M | -31.3% | +1.8% | -33.1% | -32.9% |
| 6M | +71.3% | -4.7% | +76.0% | +72.4% |
| YTD | +81.2% | +0.6% | +80.7% | +77.1% |
| 1Y | +98.5% | +6.4% | +92.1% | +87.0% |
| 3Y | +428.2% | +22.6% | +405.7% | +356.9% |
| 5Y | +657.3% | +26.0% | +631.3% | +547.0% |
| 10Y | +995.9% | +174.6% | +821.3% | +554.0% |
| All | +2,815.5% | +4,264.3% | -1,448.8% | +602.7% |
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