+1,728.6%
QLD vs YUM
+174.3%
+1,554.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +1.4% |
| 7D | +1.9% | -3.6% | +5.4% | +5.0% |
| 30D | -1.8% | +0.4% | -2.2% | -2.8% |
| 3M | -0.1% | -3.8% | +3.7% | +1.3% |
| 6M | +32.6% | -8.3% | +40.8% | +38.6% |
| YTD | +27.9% | -2.6% | +30.5% | +25.7% |
| 1Y | +40.3% | +1.5% | +38.8% | +30.2% |
| 3Y | +182.5% | +21.6% | +160.9% | +112.7% |
| 5Y | +122.5% | +23.5% | +99.0% | +69.6% |
| 10Y | +1,728.6% | +178.9% | +1,549.6% | +664.5% |
| All | +1,728.6% | +174.3% | +1,554.2% | +664.5% |
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