+2,486.9%
VRT vs YUM
+107.5%
+2,379.3%
-71.2%
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% | +4.6% |
| 7D | -8.4% | -6.1% | -2.3% | -5.5% |
| 30D | -10.9% | -5.8% | -5.0% | -8.5% |
| 3M | -13.7% | -7.6% | -6.1% | -11.6% |
| 6M | -4.1% | -9.1% | +5.0% | -1.3% |
| YTD | +58.7% | -5.5% | +64.3% | +59.2% |
| 1Y | +89.6% | -3.7% | +93.3% | +86.0% |
| 3Y | +558.1% | +17.8% | +540.3% | +447.5% |
| 5Y | +953.0% | +19.3% | +933.7% | +770.6% |
| All | +2,486.9% | +107.5% | +2,379.3% | +1,445.6% |
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