+20.3%
YUM vs EL
-34.4%
+54.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.7% |
| 7D | -5.2% | -4.4% | -0.8% | -4.8% |
| 30D | -0.1% | +10.3% | -10.4% | -1.1% |
| 3M | -4.3% | +13.4% | -17.6% | -5.6% |
| 6M | -8.7% | +3.1% | -11.8% | -9.4% |
| YTD | -3.5% | -6.9% | +3.4% | -3.7% |
| 1Y | +0.5% | +11.9% | -11.5% | -2.0% |
| All | +20.3% | -34.4% | +54.7% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling