+4,033.9%
YUM vs EFX
+1,115.8%
+2,918.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -5.2% | -11.1% | +5.9% | -1.5% |
| 30D | -0.1% | -7.4% | +7.3% | +2.3% |
| 3M | -4.3% | +1.5% | -5.8% | -5.5% |
| 6M | -8.7% | -13.7% | +5.0% | -5.5% |
| YTD | -3.5% | -21.9% | +18.4% | +2.3% |
| 1Y | +0.5% | -30.8% | +31.2% | +10.6% |
| 3Y | +20.5% | -12.4% | +32.9% | +17.8% |
| 5Y | +21.8% | -35.9% | +57.8% | +29.0% |
| 10Y | +176.5% | +41.0% | +135.5% | +107.5% |
| All | +4,033.9% | +1,115.8% | +2,918.2% | +1,350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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