+25.0%
YUM vs BURL
+66.7%
-41.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -2.0% | -2.8% | +0.7% | -1.9% |
| 30D | -1.1% | -28.2% | +27.1% | +1.1% |
| 3M | +1.8% | -17.6% | +19.4% | +3.0% |
| 6M | -4.7% | -11.8% | +7.0% | -4.1% |
| YTD | +0.6% | -8.1% | +8.7% | +0.9% |
| 1Y | +6.4% | -12.0% | +18.4% | +7.0% |
| All | +25.0% | +66.7% | -41.7% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling