+916.4%
VRT vs YUM
+21.6%
+894.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | -7.7% | -5.2% | -2.5% | -5.8% |
| 30D | -12.0% | -0.1% | -11.9% | -12.1% |
| 3M | -11.7% | -4.3% | -7.4% | -11.3% |
| 6M | -8.1% | -8.7% | +0.6% | -5.8% |
| YTD | +53.2% | -3.5% | +56.7% | +51.9% |
| 1Y | +81.7% | +0.5% | +81.2% | +74.0% |
| 3Y | +535.3% | +20.5% | +514.8% | +394.2% |
| 5Y | +916.4% | +21.8% | +894.6% | +647.6% |
| All | +916.4% | +21.6% | +894.7% | +647.6% |
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 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