+2,235.4%
VGT vs YUM
+1,707.8%
+527.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -1.0% | -5.2% | +4.2% | +1.3% |
| 30D | -0.4% | -0.1% | -0.4% | -0.7% |
| 3M | +6.6% | -4.3% | +10.9% | +7.9% |
| 6M | +31.0% | -8.7% | +39.8% | +34.9% |
| YTD | +27.2% | -3.5% | +30.7% | +27.2% |
| 1Y | +34.5% | +0.5% | +34.0% | +31.0% |
| 3Y | +123.1% | +20.5% | +102.6% | +96.2% |
| 5Y | +135.1% | +21.8% | +113.3% | +105.7% |
| 10Y | +803.4% | +176.5% | +626.9% | +431.5% |
| All | +2,235.4% | +1,707.8% | +527.5% | +486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling