-22.6%
FPS vs YUM
+5.0%
-27.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.9% | -23.2% | -12.0% |
| 7D | -23.3% | +10.8% | -34.1% | -15.5% |
| 30D | -42.4% | +21.4% | -63.8% | -32.4% |
| 3M | -43.0% | +13.2% | -56.2% | -35.1% |
| 6M | -44.5% | +8.8% | -53.3% | -37.0% |
| All | -22.6% | +5.0% | -27.6% | -10.9% |
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