-38.0%
VG vs YUM
+21.4%
-59.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.0% |
| 7D | -2.5% | -1.7% | -0.9% | -2.8% |
| 30D | +11.1% | -0.8% | +11.9% | +10.9% |
| 3M | +14.9% | +1.5% | +13.4% | +15.0% |
| 6M | +18.4% | -6.1% | +24.5% | +17.4% |
| YTD | +116.6% | -0.2% | +116.8% | +112.5% |
| 1Y | +9.4% | +2.5% | +6.9% | +7.3% |
| All | -38.0% | +21.4% | -59.4% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling