+9,665.2%
VLO vs YUM
+4,229.6%
+5,435.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.5% |
| 7D | +5.8% | -1.7% | +7.4% | +6.4% |
| 30D | +28.3% | -0.8% | +29.2% | +28.4% |
| 3M | +48.7% | +1.5% | +47.3% | +47.1% |
| 6M | +71.9% | -6.1% | +78.0% | +73.7% |
| YTD | +138.7% | -0.2% | +138.9% | +135.3% |
| 1Y | +148.5% | +2.5% | +146.0% | +141.6% |
| 3Y | +192.7% | +24.6% | +168.1% | +161.4% |
| 5Y | +601.6% | +25.7% | +576.0% | +518.5% |
| 10Y | +900.2% | +179.7% | +720.5% | +573.4% |
| All | +9,665.2% | +4,229.6% | +5,435.6% | +3,483.9% |
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