+1,086.8%
YUM vs EFV
+252.1%
+834.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -5.2% | -2.0% | -3.2% | -4.0% |
| 30D | -0.1% | -0.2% | +0.1% | 0.0% |
| 3M | -4.3% | +9.1% | -13.4% | -9.5% |
| 6M | -8.7% | +11.7% | -20.4% | -15.2% |
| YTD | -3.5% | +17.0% | -20.5% | -13.1% |
| 1Y | +0.5% | +26.7% | -26.3% | -14.1% |
| 3Y | +20.5% | +90.2% | -69.6% | -21.2% |
| 5Y | +21.8% | +96.1% | -74.3% | -22.7% |
| 10Y | +176.5% | +164.5% | +12.0% | +42.3% |
| All | +1,086.8% | +252.1% | +834.7% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling