+96.2%
VCIT vs YUM
+754.4%
-658.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.7% | +2.1% | -1.3% | +0.7% |
| 30D | +1.8% | +11.1% | -9.3% | +1.5% |
| 3M | -1.6% | +7.3% | -8.8% | -1.8% |
| 6M | -2.1% | +6.9% | -9.0% | -2.3% |
| YTD | -1.6% | +7.9% | -9.5% | -1.8% |
| 1Y | -0.8% | +10.0% | -10.8% | -1.1% |
| 3Y | +19.9% | +36.7% | -16.8% | +18.8% |
| 5Y | +3.3% | +40.2% | -36.9% | +2.2% |
| 10Y | +30.6% | +210.6% | -180.0% | +29.1% |
| All | +96.2% | +754.4% | -658.2% | +101.2% |
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