+160.2%
YUM vs ELF
+303.8%
-143.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -6.1% | -11.6% | +5.6% | -4.9% |
| 30D | -5.8% | +4.6% | -10.5% | -6.3% |
| 3M | -7.6% | +59.7% | -67.3% | -12.1% |
| 6M | -9.1% | +21.2% | -30.4% | -11.5% |
| YTD | -5.5% | +27.4% | -33.0% | -8.8% |
| 1Y | -3.7% | -29.8% | +26.1% | -2.5% |
| 3Y | +17.8% | -28.5% | +46.3% | +13.3% |
| 5Y | +19.3% | +220.0% | -200.8% | -10.4% |
| All | +160.2% | +303.8% | -143.6% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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