-65.6%
FLUT vs YUM
-2.1%
-63.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +0.4% | -6.1% | +6.5% | +1.3% |
| 30D | +2.5% | -5.8% | +8.4% | +3.4% |
| 3M | -9.2% | -7.6% | -1.6% | -8.3% |
| 6M | -8.2% | -9.1% | +0.9% | -7.2% |
| YTD | -53.2% | -5.5% | -47.7% | -53.2% |
| 1Y | -65.6% | -3.7% | -61.9% | -64.2% |
| All | -65.6% | -2.1% | -63.5% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling