+715.9%
VTV vs YUM
+1,669.9%
-953.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.6% |
| 7D | -1.1% | -6.1% | +5.0% | +1.6% |
| 30D | -1.0% | -5.8% | +4.8% | +1.4% |
| 3M | +4.6% | -7.6% | +12.3% | +7.7% |
| 6M | +13.5% | -9.1% | +22.7% | +17.3% |
| YTD | +18.5% | -5.5% | +24.0% | +20.1% |
| 1Y | +22.9% | -3.7% | +26.6% | +23.0% |
| 3Y | +67.8% | +17.8% | +50.0% | +51.1% |
| 5Y | +81.8% | +19.3% | +62.6% | +61.2% |
| 10Y | +233.0% | +170.7% | +62.3% | +97.9% |
| All | +715.9% | +1,669.9% | -953.9% | +111.5% |
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