+179.7%
YUM vs BURL
+206.3%
-26.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.1% |
| 7D | -1.7% | -2.6% | +0.9% | -1.2% |
| 30D | -0.8% | -30.8% | +29.9% | +6.1% |
| 3M | +1.5% | -18.7% | +20.1% | +5.1% |
| 6M | -6.1% | -16.4% | +10.3% | -3.6% |
| YTD | -0.2% | -11.6% | +11.3% | +1.0% |
| 1Y | +2.5% | -12.0% | +14.5% | +3.2% |
| 3Y | +24.6% | +63.6% | -39.0% | +5.7% |
| 5Y | +25.7% | -12.6% | +38.2% | +19.1% |
| 10Y | +179.7% | +206.5% | -26.8% | +101.9% |
| All | +179.7% | +206.3% | -26.6% | +101.9% |
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