+165.5%
YUM vs ENB
+92.6%
+73.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -6.1% | -4.7% | -1.4% | -4.5% |
| 30D | -5.8% | -5.9% | +0.1% | -3.8% |
| 3M | -7.6% | -14.2% | +6.6% | -2.6% |
| 6M | -9.1% | -8.6% | -0.6% | -6.5% |
| YTD | -5.5% | +3.9% | -9.4% | -7.4% |
| 1Y | -3.7% | +1.8% | -5.5% | -5.0% |
| 3Y | +17.8% | +68.5% | -50.7% | -4.2% |
| 5Y | +19.3% | +62.4% | -43.2% | -2.8% |
| All | +165.5% | +92.6% | +73.0% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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