+36.4%
YUM vs BURL
+87.4%
-51.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +10.0% | -7.7% | +17.7% | +10.5% |
| 3M | +7.5% | -31.7% | +39.1% | +9.7% |
| 6M | +8.8% | -15.2% | +24.0% | +9.7% |
| YTD | +8.2% | -15.9% | +24.1% | +9.1% |
| 1Y | +9.8% | -14.2% | +24.0% | +10.5% |
| 3Y | +36.4% | +93.5% | -57.1% | +31.7% |
| All | +36.4% | +87.4% | -51.0% | +31.7% |
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