+4,208.2%
YUM vs ED
+1,056.2%
+3,151.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -2.0% | -0.2% | -1.9% | -2.0% |
| 30D | -1.1% | -0.1% | -1.0% | -1.0% |
| 3M | +1.8% | +3.9% | -2.2% | +0.2% |
| 6M | -4.7% | -3.0% | -1.7% | -3.7% |
| YTD | +0.6% | +10.7% | -10.1% | -3.7% |
| 1Y | +6.4% | +13.3% | -6.9% | +0.8% |
| 3Y | +22.6% | +34.5% | -11.9% | +7.0% |
| 5Y | +26.0% | +67.1% | -41.2% | -0.6% |
| 10Y | +174.6% | +103.0% | +71.6% | +90.7% |
| All | +4,208.2% | +1,056.2% | +3,151.9% | +1,297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling