+1,502.1%
QLD vs YUM
+215.4%
+1,286.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -3.5% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | -14.3% | +10.0% | -24.3% | -21.3% |
| 3M | -16.0% | +7.5% | -23.5% | -22.2% |
| 6M | -14.2% | +8.8% | -23.0% | -22.9% |
| YTD | +12.8% | +8.2% | +4.6% | +0.4% |
| 1Y | +14.1% | +9.8% | +4.2% | -0.5% |
| 3Y | +146.0% | +36.4% | +109.5% | +66.0% |
| 5Y | +82.0% | +41.7% | +40.3% | +21.8% |
| All | +1,502.1% | +215.4% | +1,286.7% | +532.5% |
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