-35.7%
VG vs YUM
+18.4%
-54.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.4% |
| 7D | +3.8% | -3.6% | +7.4% | +3.2% |
| 30D | +7.2% | +0.4% | +6.8% | +7.3% |
| 3M | +22.8% | -3.8% | +26.6% | +22.0% |
| 6M | +33.2% | -8.3% | +41.5% | +31.6% |
| YTD | +124.8% | -2.6% | +127.5% | +119.8% |
| 1Y | +15.8% | +1.5% | +14.3% | +13.2% |
| All | -35.7% | +18.4% | -54.1% | -19.7% |
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