+68.5%
VG vs YUM
+9.4%
+59.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -0.3% |
| 7D | +14.0% | +0.1% | +13.8% | +14.1% |
| 30D | -1.0% | +10.0% | -11.0% | +3.7% |
| 3M | -2.7% | +7.5% | -10.2% | +1.1% |
| 6M | +1.5% | +8.8% | -7.3% | +6.5% |
| YTD | +93.7% | +8.2% | +85.5% | +85.0% |
| 1Y | +68.5% | +9.8% | +58.7% | +59.1% |
| All | +68.5% | +9.4% | +59.2% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling