+9,127.5%
QLD vs YUM
+1,096.9%
+8,030.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.4% |
| 7D | +0.6% | -2.0% | +2.6% | +2.5% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | -8.4% | +1.8% | -10.1% | -12.0% |
| 6M | +32.2% | -4.7% | +37.0% | +33.9% |
| YTD | +28.9% | +0.6% | +28.3% | +23.2% |
| 1Y | +43.8% | +6.4% | +37.4% | +27.8% |
| 3Y | +176.6% | +22.6% | +154.0% | +108.5% |
| 5Y | +121.6% | +26.0% | +95.6% | +68.9% |
| 10Y | +1,652.9% | +174.6% | +1,478.3% | +542.8% |
| All | +9,127.5% | +1,096.9% | +8,030.6% | +597.2% |
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 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