+21.8%
YUM vs ED
+66.8%
-44.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | -4.3% | 0.0% | -4.3% | -4.3% |
| 6M | -8.7% | -2.5% | -6.2% | -8.1% |
| YTD | -3.5% | +10.1% | -13.6% | -6.8% |
| 1Y | +0.5% | +13.6% | -13.1% | -4.1% |
| 3Y | +20.5% | +32.4% | -11.9% | +8.4% |
| 5Y | +21.8% | +69.9% | -48.0% | +2.8% |
| All | +21.8% | +66.8% | -44.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling