+77.8%
YUM vs EQX
+232.0%
-154.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | -6.1% | -3.2% | -2.9% | -5.9% |
| 30D | -5.8% | +7.8% | -13.6% | -6.4% |
| 3M | -7.6% | +21.3% | -29.0% | -9.0% |
| 6M | -9.1% | -22.4% | +13.3% | -8.2% |
| YTD | -5.5% | -11.3% | +5.8% | -5.8% |
| 1Y | -3.7% | +13.5% | -17.2% | -6.0% |
| 3Y | +17.8% | +162.1% | -144.3% | +5.6% |
| 5Y | +19.3% | +84.2% | -64.9% | +7.1% |
| All | +77.8% | +232.0% | -154.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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