+165.5%
YUM vs EME
+1,362.1%
-1,196.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.9% |
| 7D | -6.1% | +3.5% | -9.6% | -6.7% |
| 30D | -5.8% | -6.3% | +0.5% | -4.8% |
| 3M | -7.6% | -3.8% | -3.9% | -7.7% |
| 6M | -9.1% | +8.5% | -17.7% | -12.1% |
| YTD | -5.5% | +27.8% | -33.3% | -12.3% |
| 1Y | -3.7% | +22.2% | -25.9% | -10.8% |
| 3Y | +17.8% | +253.5% | -235.7% | -23.1% |
| 5Y | +19.3% | +578.6% | -559.4% | -38.3% |
| All | +165.5% | +1,362.1% | -1,196.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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