+404.6%
VIAV vs YUM
+171.3%
+233.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +4.4% |
| 7D | +11.2% | -6.1% | +17.2% | +13.9% |
| 30D | -10.1% | -5.8% | -4.3% | -8.3% |
| 3M | -22.9% | -7.6% | -15.2% | -21.2% |
| 6M | +28.8% | -9.1% | +37.9% | +32.1% |
| YTD | +117.5% | -5.5% | +123.0% | +117.9% |
| 1Y | +216.1% | -3.7% | +219.8% | +211.9% |
| 3Y | +292.2% | +17.8% | +274.4% | +244.9% |
| 5Y | +141.0% | +19.3% | +121.7% | +107.8% |
| All | +404.6% | +171.3% | +233.3% | +185.0% |
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