+182.7%
VXUS vs YUM
+483.3%
-300.6%
-36.0%
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% | -0.1% |
| 7D | +1.6% | -1.7% | +3.2% | +2.2% |
| 30D | +1.0% | -0.8% | +1.8% | +1.1% |
| 3M | +5.7% | +1.5% | +4.2% | +4.6% |
| 6M | +13.6% | -6.1% | +19.7% | +15.4% |
| YTD | +17.4% | -0.2% | +17.6% | +16.4% |
| 1Y | +25.1% | +2.5% | +22.6% | +22.2% |
| 3Y | +75.8% | +24.6% | +51.2% | +57.2% |
| 5Y | +55.4% | +25.7% | +29.7% | +37.4% |
| 10Y | +146.4% | +179.7% | -33.3% | +56.3% |
| All | +182.7% | +483.3% | -300.6% | +10.5% |
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 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