-49.5%
FLUT vs YUM
+19.0%
-68.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | +0.4% | -6.1% | +6.5% | +2.8% |
| 30D | +2.5% | -5.8% | +8.4% | +4.9% |
| 3M | -9.2% | -7.6% | -1.6% | -6.8% |
| 6M | -8.2% | -9.1% | +0.9% | -5.3% |
| YTD | -53.2% | -5.5% | -47.7% | -52.7% |
| 1Y | -65.6% | -3.7% | -61.9% | -65.6% |
| 3Y | -43.6% | +17.8% | -61.4% | -50.8% |
| All | -49.5% | +19.0% | -68.4% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling