+210.6%
YUM vs BURL
+261.4%
-50.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.0% |
| 7D | +2.1% | +7.7% | -5.6% | +0.7% |
| 30D | +11.1% | -7.1% | +18.2% | +12.6% |
| 3M | +7.3% | -30.3% | +37.5% | +14.3% |
| 6M | +6.9% | -15.5% | +22.5% | +9.5% |
| YTD | +7.9% | -11.0% | +18.9% | +8.9% |
| 1Y | +10.0% | -8.4% | +18.4% | +10.0% |
| 3Y | +36.7% | +96.7% | -60.0% | +11.2% |
| 5Y | +40.2% | -14.1% | +54.3% | +33.7% |
| 10Y | +210.6% | +255.1% | -44.4% | +124.0% |
| All | +210.6% | +261.4% | -50.8% | +124.0% |
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