+153.0%
VLO vs YUM
-2.1%
+155.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +0.7% |
| 7D | +5.3% | -6.1% | +11.4% | +3.6% |
| 30D | +18.2% | -5.8% | +24.1% | +16.5% |
| 3M | +53.3% | -7.6% | +61.0% | +50.4% |
| 6M | +70.4% | -9.1% | +79.6% | +66.7% |
| YTD | +143.4% | -5.5% | +148.9% | +136.8% |
| 1Y | +153.0% | -3.7% | +156.7% | +150.3% |
| All | +153.0% | -2.1% | +155.1% | +150.3% |
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