+98.0%
VCIT vs YUM
+696.3%
-598.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | -0.8% | -1.1% | +0.3% | -0.7% |
| 3M | -1.0% | +1.8% | -2.8% | -1.1% |
| 6M | -1.8% | -4.7% | +2.9% | -1.8% |
| YTD | -0.7% | +0.6% | -1.3% | -0.8% |
| 1Y | +1.0% | +6.4% | -5.4% | +0.7% |
| 3Y | +18.8% | +22.6% | -3.7% | +18.1% |
| 5Y | +3.5% | +26.0% | -22.5% | +2.6% |
| 10Y | +29.2% | +174.6% | -145.4% | +27.9% |
| All | +98.0% | +696.3% | -598.4% | +103.4% |
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