+84.3%
VZ vs YUM
+23.7%
+60.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | +7.1% | -0.8% | +7.9% | +7.2% |
| 3M | +12.8% | +1.5% | +11.4% | +12.1% |
| 6M | +1.8% | -6.1% | +7.9% | +2.7% |
| YTD | +30.0% | -0.2% | +30.2% | +29.1% |
| 1Y | +24.3% | +2.5% | +21.8% | +22.6% |
| 3Y | +84.3% | +24.6% | +59.7% | +72.3% |
| All | +84.3% | +23.7% | +60.6% | +72.3% |
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 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