+2,826.7%
VRT vs YUM
+119.2%
+2,707.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | +13.6% | -1.7% | +15.3% | +14.5% |
| 30D | +6.8% | -0.8% | +7.6% | +6.8% |
| 3M | -3.2% | +1.5% | -4.7% | -5.5% |
| 6M | +20.3% | -6.1% | +26.4% | +22.0% |
| YTD | +79.6% | -0.2% | +79.8% | +75.4% |
| 1Y | +139.0% | +2.5% | +136.5% | +127.0% |
| 3Y | +644.6% | +24.6% | +620.0% | +502.4% |
| 5Y | +1,024.4% | +25.7% | +998.7% | +806.4% |
| All | +2,826.7% | +119.2% | +2,707.5% | +1,602.6% |
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 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