+8.1%
FPS vs YUM
-5.4%
+13.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +1.9% |
| 7D | +3.1% | -2.0% | +5.2% | +2.1% |
| 30D | -18.6% | -1.1% | -17.5% | -18.9% |
| 3M | -51.5% | +1.8% | -53.2% | -50.7% |
| 6M | -8.5% | -4.7% | -3.8% | -6.2% |
| All | +8.1% | -5.4% | +13.5% | +10.6% |
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