+19.9%
XBI vs YUM
+19.0%
+0.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -4.6% | -6.1% | +1.4% | -2.2% |
| 30D | -2.0% | -5.8% | +3.8% | +0.2% |
| 3M | +17.8% | -7.6% | +25.4% | +20.9% |
| 6M | +23.7% | -9.1% | +32.9% | +27.5% |
| YTD | +28.2% | -5.5% | +33.8% | +29.2% |
| 1Y | +64.0% | -3.7% | +67.7% | +62.9% |
| 3Y | +99.4% | +17.8% | +81.6% | +69.1% |
| All | +19.9% | +19.0% | +0.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling