-9.4%
NVTS vs YUM
+27.3%
-36.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.2% |
| 7D | +3.5% | -3.6% | +7.0% | +5.2% |
| 30D | -11.9% | +0.4% | -12.3% | -12.6% |
| 3M | -49.2% | -3.8% | -45.4% | -49.1% |
| 6M | +38.4% | -8.3% | +46.7% | +40.8% |
| YTD | +62.5% | -2.6% | +65.1% | +57.0% |
| 1Y | +101.4% | +1.5% | +99.9% | +84.5% |
| 3Y | +40.4% | +21.6% | +18.8% | -3.2% |
| All | -9.4% | +27.3% | -36.7% | -40.1% |
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