+20.0%
YUM vs ELV
+25.1%
-5.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | +3.2% | -9.3% | -6.6% |
| 30D | -5.8% | +5.4% | -11.2% | -6.8% |
| 3M | -7.6% | +5.4% | -13.0% | -8.7% |
| 6M | -9.1% | +45.7% | -54.9% | -15.6% |
| YTD | -5.5% | +21.2% | -26.7% | -9.6% |
| 1Y | -3.7% | +35.6% | -39.3% | -10.1% |
| 3Y | +17.8% | -2.0% | +19.8% | +16.0% |
| All | +20.0% | +25.1% | -5.1% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling