+349.1%
VT vs YUM
+796.5%
-447.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.6% |
| 7D | -2.3% | +3.7% | -6.0% | -4.0% |
| 30D | -5.0% | +14.8% | -19.8% | -11.0% |
| 3M | -4.9% | +6.4% | -11.2% | -8.2% |
| 6M | -1.5% | +4.3% | -5.9% | -4.7% |
| YTD | +8.5% | +8.1% | +0.4% | +2.9% |
| 1Y | +11.4% | +11.3% | +0.1% | +3.9% |
| 3Y | +70.1% | +35.1% | +35.0% | +41.4% |
| 5Y | +53.7% | +39.9% | +13.8% | +24.6% |
| 10Y | +220.0% | +221.9% | -1.9% | +64.2% |
| All | +349.1% | +796.5% | -447.4% | -1.2% |
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