+1,232.7%
VST vs YUM
+168.0%
+1,064.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.6% |
| 7D | +5.3% | -3.6% | +8.9% | +6.9% |
| 30D | +5.8% | +0.4% | +5.4% | +5.2% |
| 3M | +3.5% | -3.8% | +7.3% | +4.3% |
| 6M | -7.4% | -8.3% | +0.9% | -5.1% |
| YTD | -6.1% | -2.6% | -3.4% | -6.4% |
| 1Y | -21.6% | +1.5% | -23.1% | -24.1% |
| 3Y | +357.2% | +21.6% | +335.6% | +289.9% |
| 5Y | +777.0% | +23.5% | +753.5% | +632.2% |
| All | +1,232.7% | +168.0% | +1,064.8% | +653.3% |
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 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