+379.1%
V vs YUM
+171.3%
+207.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.1% |
| 7D | -1.2% | -6.1% | +4.8% | +2.2% |
| 30D | +3.1% | -5.8% | +8.9% | +6.4% |
| 3M | +16.3% | -7.6% | +24.0% | +20.9% |
| 6M | +20.4% | -9.1% | +29.5% | +26.0% |
| YTD | +6.3% | -5.5% | +11.8% | +8.3% |
| 1Y | +8.7% | -3.7% | +12.4% | +9.2% |
| 3Y | +53.3% | +17.8% | +35.5% | +33.0% |
| 5Y | +71.1% | +19.3% | +51.8% | +45.8% |
| All | +379.1% | +171.3% | +207.8% | +157.1% |
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