+1,164.9%
VST vs YUM
+215.4%
+949.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.6% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -12.4% | +10.0% | -22.4% | -16.4% |
| 3M | -9.0% | +7.5% | -16.5% | -12.8% |
| 6M | -6.4% | +8.8% | -15.2% | -11.5% |
| YTD | -17.2% | +8.2% | -25.4% | -21.8% |
| 1Y | -22.0% | +9.8% | -31.9% | -27.1% |
| 3Y | +296.7% | +36.4% | +260.2% | +219.2% |
| 5Y | +637.6% | +41.7% | +595.9% | +472.4% |
| All | +1,164.9% | +215.4% | +949.4% | +571.8% |
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