+154.7%
QLD vs YUM
+35.3%
+119.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | -1.4% | +2.1% | -3.5% | -1.9% |
| 30D | -19.6% | +11.1% | -30.7% | -21.6% |
| 3M | -14.1% | +7.3% | -21.4% | -15.7% |
| 6M | -13.6% | +6.9% | -20.6% | -15.6% |
| YTD | +12.5% | +7.9% | +4.6% | +8.9% |
| 1Y | +13.1% | +10.0% | +3.2% | +8.3% |
| 3Y | +154.7% | +36.7% | +118.0% | +109.2% |
| All | +154.7% | +35.3% | +119.4% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling