+297.5%
VST vs YUM
+35.3%
+262.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | -0.5% | +2.1% | -2.6% | -0.2% |
| 30D | -17.1% | +11.1% | -28.2% | -16.5% |
| 3M | -4.6% | +7.3% | -11.8% | -4.0% |
| 6M | -9.1% | +6.9% | -16.0% | -8.5% |
| YTD | -16.6% | +7.9% | -24.5% | -16.0% |
| 1Y | -29.5% | +10.0% | -39.5% | -29.0% |
| 3Y | +297.5% | +36.7% | +260.8% | +297.4% |
| All | +297.5% | +35.3% | +262.2% | +297.4% |
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