+4,049.5%
YUM vs EL
+1,058.8%
+2,990.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -4.0% | -2.4% | -1.7% | -3.4% |
| 30D | -0.1% | +13.7% | -13.8% | -4.2% |
| 3M | -4.3% | +14.5% | -18.8% | -8.6% |
| 6M | -8.7% | +7.4% | -16.1% | -12.3% |
| YTD | -3.1% | -4.7% | +1.6% | -4.8% |
| 1Y | +1.0% | +12.9% | -11.9% | -6.5% |
| 3Y | +21.0% | -32.2% | +53.2% | +22.1% |
| 5Y | +22.9% | -68.4% | +91.3% | +55.1% |
| 10Y | +177.6% | +28.3% | +149.3% | +113.8% |
| All | +4,049.5% | +1,058.8% | +2,990.7% | +1,367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling