+1,245.4%
VUG vs YUM
+1,769.0%
-523.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +0.9% | -1.7% | +2.5% | +1.6% |
| 30D | -1.4% | -0.8% | -0.6% | -1.3% |
| 3M | +2.3% | +1.5% | +0.9% | +1.0% |
| 6M | +15.7% | -6.1% | +21.8% | +17.7% |
| YTD | +8.6% | -0.2% | +8.8% | +7.3% |
| 1Y | +14.1% | +2.5% | +11.6% | +10.7% |
| 3Y | +87.9% | +24.6% | +63.3% | +64.2% |
| 5Y | +76.3% | +25.7% | +50.7% | +53.4% |
| 10Y | +409.7% | +179.7% | +230.0% | +203.5% |
| All | +1,245.4% | +1,769.0% | -523.6% | +257.1% |
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 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