+211.1%
YUM vs BURL
+246.8%
-35.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.7% |
| 7D | +3.7% | +4.1% | -0.4% | +2.9% |
| 30D | +14.8% | -9.5% | +24.3% | +16.9% |
| 3M | +6.4% | -33.5% | +39.9% | +14.4% |
| 6M | +4.3% | -22.1% | +26.4% | +8.4% |
| YTD | +8.1% | -14.6% | +22.6% | +10.0% |
| 1Y | +11.3% | -8.4% | +19.6% | +11.2% |
| 3Y | +35.1% | +86.6% | -51.4% | +11.1% |
| 5Y | +39.9% | -17.2% | +57.0% | +34.3% |
| All | +211.1% | +246.8% | -35.6% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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