-20.9%
VST vs YUM
+5.7%
-26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.3% |
| 7D | +8.9% | -2.0% | +11.0% | +8.5% |
| 30D | +6.2% | -1.1% | +7.3% | +6.1% |
| 3M | -2.7% | +1.8% | -4.5% | -2.4% |
| 6M | -8.4% | -4.7% | -3.6% | -8.6% |
| YTD | -7.2% | +0.6% | -7.8% | -5.7% |
| 1Y | -20.9% | +6.4% | -27.3% | -17.3% |
| All | -20.9% | +5.7% | -26.6% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling