+62.5%
VWO vs YUM
+17.9%
+44.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -1.8% | -6.1% | +4.3% | -0.7% |
| 30D | -0.1% | -5.8% | +5.7% | +0.9% |
| 3M | +2.2% | -7.6% | +9.9% | +3.4% |
| 6M | +8.8% | -9.1% | +17.9% | +10.3% |
| YTD | +12.4% | -5.5% | +17.9% | +12.9% |
| 1Y | +15.6% | -3.7% | +19.3% | +15.6% |
| 3Y | +62.5% | +17.8% | +44.7% | +51.6% |
| All | +62.5% | +17.9% | +44.7% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling