+113.0%
VWO vs YUM
+171.3%
-58.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | -1.8% | -6.1% | +4.3% | +0.3% |
| 30D | -0.1% | -5.8% | +5.7% | +1.8% |
| 3M | +2.2% | -7.6% | +9.9% | +4.5% |
| 6M | +8.8% | -9.1% | +17.9% | +11.6% |
| YTD | +12.4% | -5.5% | +17.9% | +13.5% |
| 1Y | +15.6% | -3.7% | +19.3% | +15.5% |
| 3Y | +62.5% | +17.8% | +44.7% | +48.2% |
| 5Y | +34.3% | +19.3% | +15.0% | +20.5% |
| All | +113.0% | +171.3% | -58.3% | +37.5% |
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 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