+588.7%
VLO vs YUM
+19.0%
+569.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +5.3% | -6.1% | +11.4% | +6.2% |
| 30D | +18.2% | -5.8% | +24.1% | +19.2% |
| 3M | +53.3% | -7.6% | +61.0% | +54.7% |
| 6M | +70.4% | -9.1% | +79.6% | +71.9% |
| YTD | +143.4% | -5.5% | +148.9% | +142.3% |
| 1Y | +153.0% | -3.7% | +156.7% | +150.2% |
| 3Y | +195.0% | +17.8% | +177.2% | +171.2% |
| All | +588.7% | +19.0% | +569.7% | +507.2% |
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