+414.3%
VUG vs YUM
+171.3%
+243.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.8% |
| 7D | -0.5% | -6.1% | +5.6% | +2.2% |
| 30D | -1.0% | -5.8% | +4.9% | +1.5% |
| 3M | +3.5% | -7.6% | +11.1% | +6.5% |
| 6M | +14.2% | -9.1% | +23.3% | +17.9% |
| YTD | +8.5% | -5.5% | +14.0% | +9.6% |
| 1Y | +12.9% | -3.7% | +16.6% | +12.3% |
| 3Y | +85.6% | +17.8% | +67.8% | +63.4% |
| 5Y | +78.1% | +19.3% | +58.9% | +54.8% |
| All | +414.3% | +171.3% | +243.0% | +218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling