+20.0%
YUM vs BTG
+78.0%
-58.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -6.1% | -3.8% | -2.3% | -5.9% |
| 30D | -5.8% | +3.6% | -9.5% | -6.1% |
| 3M | -7.6% | +32.0% | -39.6% | -9.2% |
| 6M | -9.1% | +3.4% | -12.5% | -9.7% |
| YTD | -5.5% | +20.8% | -26.3% | -7.4% |
| 1Y | -3.7% | +22.4% | -26.1% | -6.1% |
| 3Y | +17.8% | +91.7% | -73.9% | +9.4% |
| All | +20.0% | +78.0% | -58.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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