+67.8%
VTV vs YUM
+17.9%
+50.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -1.1% | -6.1% | +5.0% | +0.2% |
| 30D | -1.0% | -5.8% | +4.8% | +0.2% |
| 3M | +4.6% | -7.6% | +12.3% | +6.2% |
| 6M | +13.5% | -9.1% | +22.7% | +15.6% |
| YTD | +18.5% | -5.5% | +24.0% | +19.2% |
| 1Y | +22.9% | -3.7% | +26.6% | +22.9% |
| 3Y | +67.8% | +17.8% | +50.0% | +56.3% |
| All | +67.8% | +17.9% | +50.0% | +56.3% |
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 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