+169.4%
XLV vs YUM
+171.3%
-1.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | -3.6% | -6.1% | +2.5% | -1.3% |
| 30D | -1.8% | -5.8% | +4.0% | +0.2% |
| 3M | +7.8% | -7.6% | +15.4% | +10.5% |
| 6M | +9.1% | -9.1% | +18.3% | +12.4% |
| YTD | +7.7% | -5.5% | +13.3% | +9.1% |
| 1Y | +20.4% | -3.7% | +24.1% | +20.8% |
| 3Y | +30.8% | +17.8% | +13.0% | +19.9% |
| 5Y | +34.6% | +19.3% | +15.4% | +21.5% |
| All | +169.4% | +171.3% | -1.9% | +87.8% |
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