+165.5%
YUM vs EFV
+169.9%
-4.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.8% |
| 7D | -6.1% | -0.8% | -5.3% | -5.6% |
| 30D | -5.8% | +0.6% | -6.5% | -6.2% |
| 3M | -7.6% | +7.5% | -15.2% | -12.0% |
| 6M | -9.1% | +13.0% | -22.2% | -16.7% |
| YTD | -5.5% | +18.3% | -23.8% | -16.1% |
| 1Y | -3.7% | +26.7% | -30.4% | -18.6% |
| 3Y | +17.8% | +89.6% | -71.8% | -25.4% |
| 5Y | +19.3% | +98.2% | -79.0% | -27.7% |
| All | +165.5% | +169.9% | -4.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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