+2,341.5%
YUM vs ELV
+2,378.1%
-36.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.1% |
| 7D | -3.6% | -2.2% | -1.4% | -2.9% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -3.8% | -6.1% | +2.3% | -2.4% |
| 6M | -8.3% | +42.8% | -51.1% | -17.8% |
| YTD | -2.6% | +14.4% | -17.0% | -7.7% |
| 1Y | +1.5% | +28.6% | -27.1% | -7.3% |
| 3Y | +21.6% | -7.4% | +29.0% | +19.3% |
| 5Y | +23.5% | +14.5% | +9.0% | +11.6% |
| 10Y | +178.9% | +257.4% | -78.5% | +71.5% |
| All | +2,341.5% | +2,378.1% | -36.6% | +833.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling