+359.1%
VST vs YUM
+23.7%
+335.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +9.9% | -1.7% | +11.5% | +9.8% |
| 30D | +7.9% | -0.8% | +8.7% | +7.9% |
| 3M | +3.4% | +1.5% | +2.0% | +3.3% |
| 6M | -4.1% | -6.1% | +2.0% | -3.9% |
| YTD | -5.7% | -0.2% | -5.5% | -5.6% |
| 1Y | -18.9% | +2.5% | -21.4% | -18.7% |
| 3Y | +359.1% | +24.6% | +334.5% | +344.8% |
| All | +359.1% | +23.7% | +335.3% | +344.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling