+165.5%
YUM vs EL
+26.1%
+139.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -6.1% | -6.5% | +0.4% | -4.6% |
| 30D | -5.8% | +11.1% | -17.0% | -8.5% |
| 3M | -7.6% | +10.7% | -18.3% | -10.3% |
| 6M | -9.1% | +6.9% | -16.0% | -11.9% |
| YTD | -5.5% | -6.3% | +0.8% | -6.4% |
| 1Y | -3.7% | +13.5% | -17.2% | -9.9% |
| 3Y | +17.8% | -33.1% | +50.9% | +21.9% |
| 5Y | +19.3% | -68.8% | +88.0% | +59.6% |
| All | +165.5% | +26.1% | +139.4% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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