+20.3%
YUM vs EIX
-5.9%
+26.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -5.2% | +0.8% | -6.0% | -5.3% |
| 30D | -0.1% | -18.8% | +18.7% | +2.5% |
| 3M | -4.3% | -19.7% | +15.4% | -1.6% |
| 6M | -8.7% | -18.2% | +9.5% | -6.6% |
| YTD | -3.5% | -1.7% | -1.8% | -4.9% |
| 1Y | +0.5% | +7.8% | -7.3% | -2.7% |
| All | +20.3% | -5.9% | +26.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling