+2,067.0%
FLUT vs YUM
+2,004.8%
+62.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | +6.3% | -0.8% | +7.1% | +6.4% |
| 3M | -4.0% | +1.5% | -5.5% | -4.3% |
| 6M | -10.3% | -6.1% | -4.2% | -9.8% |
| YTD | -53.2% | -0.2% | -52.9% | -53.2% |
| 1Y | -65.0% | +2.5% | -67.5% | -65.2% |
| 3Y | -43.9% | +24.6% | -68.5% | -45.4% |
| 5Y | -49.2% | +25.7% | -74.9% | -50.7% |
| 10Y | -9.2% | +179.7% | -188.9% | -15.6% |
| All | +2,067.0% | +2,004.8% | +62.2% | +1,725.1% |
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 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