-9.1%
NVTS vs YUM
+23.6%
-32.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.3% |
| 7D | -1.4% | -6.1% | +4.6% | +1.5% |
| 30D | -16.5% | -5.8% | -10.7% | -14.5% |
| 3M | -47.6% | -7.6% | -40.0% | -46.5% |
| 6M | +7.3% | -9.1% | +16.4% | +9.3% |
| YTD | +62.9% | -5.5% | +68.4% | +59.6% |
| 1Y | +91.3% | -3.7% | +95.0% | +81.2% |
| 3Y | +43.4% | +17.8% | +25.6% | +0.4% |
| All | -9.1% | +23.6% | -32.7% | -39.2% |
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