+12.9%
VUG vs YUM
-2.1%
+15.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.8% |
| 7D | -0.5% | -6.1% | +5.6% | -0.8% |
| 30D | -1.0% | -5.8% | +4.9% | -1.2% |
| 3M | +3.5% | -7.6% | +11.1% | +3.2% |
| 6M | +14.2% | -9.1% | +23.3% | +14.0% |
| YTD | +8.5% | -5.5% | +14.0% | +8.9% |
| 1Y | +12.9% | -3.7% | +16.6% | +15.1% |
| All | +12.9% | -2.1% | +15.0% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling