+360.8%
VT vs YUM
+795.0%
-434.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +0.4% | +2.1% | -1.7% | -0.7% |
| 30D | -2.6% | +11.1% | -13.7% | -7.4% |
| 3M | -3.2% | +7.3% | -10.5% | -7.0% |
| 6M | +0.9% | +6.9% | -6.0% | -3.4% |
| YTD | +11.3% | +7.9% | +3.4% | +5.6% |
| 1Y | +14.0% | +10.0% | +4.0% | +7.0% |
| 3Y | +75.8% | +36.7% | +39.1% | +45.3% |
| 5Y | +57.8% | +40.2% | +17.6% | +27.8% |
| 10Y | +219.8% | +210.6% | +9.2% | +67.1% |
| All | +360.8% | +795.0% | -434.3% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling