+62.8%
VZ vs YUM
+177.1%
-114.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -0.1% |
| 30D | +5.7% | -0.1% | +5.8% | +5.7% |
| 3M | +8.2% | -4.3% | +12.5% | +9.0% |
| 6M | +1.7% | -8.7% | +10.4% | +3.3% |
| YTD | +28.9% | -3.5% | +32.3% | +29.1% |
| 1Y | +22.7% | +0.5% | +22.3% | +21.7% |
| 3Y | +82.7% | +20.5% | +62.2% | +73.0% |
| 5Y | +26.4% | +21.8% | +4.6% | +18.5% |
| All | +62.8% | +177.1% | -114.3% | +29.3% |
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