-51.4%
VG vs YUM
+31.5%
-82.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | -0.6% |
| 7D | -22.0% | +3.7% | -25.7% | -21.2% |
| 30D | -11.6% | +14.8% | -26.5% | -9.1% |
| 3M | -14.9% | +6.4% | -21.2% | -13.4% |
| 6M | -3.5% | +4.3% | -7.8% | -2.0% |
| YTD | +70.0% | +8.1% | +61.9% | +70.3% |
| 1Y | +50.0% | +11.3% | +38.7% | +49.9% |
| All | -51.4% | +31.5% | -82.9% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling