-44.6%
FLUT vs YUM
+20.4%
-65.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -3.6% | -5.2% | +1.6% | -2.6% |
| 30D | -0.3% | -0.1% | -0.3% | -0.2% |
| 3M | -12.6% | -4.3% | -8.3% | -12.0% |
| 6M | -8.0% | -8.7% | +0.7% | -6.5% |
| YTD | -54.1% | -3.5% | -50.6% | -54.0% |
| 1Y | -66.1% | +0.5% | -66.6% | -66.2% |
| All | -44.6% | +20.4% | -65.0% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling