+161.1%
VEA vs YUM
+171.3%
-10.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | -1.5% | -6.1% | +4.6% | +0.9% |
| 30D | -0.8% | -5.8% | +5.0% | +1.3% |
| 3M | +2.5% | -7.6% | +10.1% | +5.1% |
| 6M | +11.1% | -9.1% | +20.3% | +14.4% |
| YTD | +17.2% | -5.5% | +22.7% | +18.5% |
| 1Y | +24.5% | -3.7% | +28.2% | +24.5% |
| 3Y | +75.4% | +17.8% | +57.6% | +58.8% |
| 5Y | +61.1% | +19.3% | +41.8% | +43.6% |
| All | +161.1% | +171.3% | -10.2% | +73.1% |
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