+159.8%
XLB vs YUM
+171.3%
-11.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | -2.8% | -6.1% | +3.2% | +0.1% |
| 30D | -3.1% | -5.8% | +2.7% | -0.4% |
| 3M | -0.2% | -7.6% | +7.5% | +3.1% |
| 6M | +3.1% | -9.1% | +12.2% | +7.0% |
| YTD | +13.3% | -5.5% | +18.8% | +15.0% |
| 1Y | +12.0% | -3.7% | +15.7% | +12.1% |
| 3Y | +31.4% | +17.8% | +13.6% | +16.0% |
| 5Y | +33.9% | +19.3% | +14.7% | +16.2% |
| All | +159.8% | +171.3% | -11.5% | +55.1% |
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