+64.0%
XBI vs YUM
-2.1%
+66.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -4.6% | -6.1% | +1.4% | -4.6% |
| 30D | -2.0% | -5.8% | +3.8% | -1.9% |
| 3M | +17.8% | -7.6% | +25.4% | +18.0% |
| 6M | +23.7% | -9.1% | +32.9% | +24.1% |
| YTD | +28.2% | -5.5% | +33.8% | +28.9% |
| 1Y | +64.0% | -3.7% | +67.7% | +66.9% |
| All | +64.0% | -2.1% | +66.1% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling