+244.8%
NEE vs YUM
+171.3%
+73.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | -1.3% | -6.1% | +4.7% | +1.2% |
| 30D | -3.3% | -5.8% | +2.5% | -1.1% |
| 3M | -2.3% | -7.6% | +5.4% | +0.4% |
| 6M | -8.9% | -9.1% | +0.3% | -6.0% |
| YTD | +4.8% | -5.5% | +10.3% | +6.1% |
| 1Y | +18.7% | -3.7% | +22.4% | +18.8% |
| 3Y | +33.2% | +17.8% | +15.4% | +20.9% |
| 5Y | +10.9% | +19.3% | -8.4% | -0.9% |
| All | +244.8% | +171.3% | +73.5% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling