+28.6%
VCIT vs YUM
+171.3%
-142.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -1.2% | -6.1% | +4.9% | -0.8% |
| 30D | -1.6% | -5.8% | +4.3% | -1.2% |
| 3M | -2.3% | -7.6% | +5.3% | -1.9% |
| 6M | -1.9% | -9.1% | +7.2% | -1.4% |
| YTD | -1.8% | -5.5% | +3.7% | -1.6% |
| 1Y | -1.2% | -3.7% | +2.5% | -1.1% |
| 3Y | +18.1% | +17.8% | +0.3% | +16.3% |
| 5Y | +2.3% | +19.3% | -17.0% | +0.3% |
| All | +28.6% | +171.3% | -142.7% | +23.7% |
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