+3,251.2%
NEE vs YUM
+4,087.9%
-836.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.9% | -5.2% | +3.3% | -0.7% |
| 30D | -3.1% | -0.1% | -3.0% | -3.2% |
| 3M | -2.4% | -4.3% | +1.9% | -1.7% |
| 6M | -8.6% | -8.7% | +0.1% | -7.0% |
| YTD | +4.9% | -3.5% | +8.4% | +5.3% |
| 1Y | +19.4% | +0.5% | +18.9% | +18.5% |
| 3Y | +34.9% | +20.5% | +14.3% | +28.0% |
| 5Y | +11.0% | +21.8% | -10.8% | +4.9% |
| 10Y | +252.3% | +176.5% | +75.8% | +178.1% |
| All | +3,251.2% | +4,087.9% | -836.6% | +1,732.5% |
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 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