+8,229.2%
QLD vs YUM
+1,178.7%
+7,050.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | -3.7% | +2.5% | +2.0% |
| 30D | -15.7% | +9.2% | -24.9% | -22.7% |
| 3M | -10.0% | +11.2% | -21.3% | -19.9% |
| 6M | -11.2% | +7.7% | -18.9% | -20.3% |
| YTD | +16.4% | +7.5% | +8.9% | +3.3% |
| 1Y | +12.7% | +8.3% | +4.3% | -1.4% |
| 3Y | +152.3% | +34.8% | +117.5% | +72.0% |
| 5Y | +91.8% | +41.6% | +50.2% | +29.4% |
| 10Y | +1,520.2% | +215.3% | +1,304.9% | +416.3% |
| All | +8,229.2% | +1,178.7% | +7,050.5% | +484.5% |
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 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