+17.8%
YUM vs ELV
-2.1%
+19.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | +3.2% | -9.3% | -6.5% |
| 30D | -5.8% | +5.4% | -11.2% | -6.6% |
| 3M | -7.6% | +5.4% | -13.0% | -8.4% |
| 6M | -9.1% | +45.7% | -54.9% | -14.1% |
| YTD | -5.5% | +21.2% | -26.7% | -8.7% |
| 1Y | -3.7% | +35.6% | -39.3% | -8.6% |
| 3Y | +17.8% | -2.0% | +19.8% | +17.3% |
| All | +17.8% | -2.1% | +19.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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