+4,502.8%
YUM vs ES
+1,746.8%
+2,756.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +9.2% | +6.7% | +2.5% | +6.8% |
| 3M | +11.2% | +0.3% | +10.9% | +11.1% |
| 6M | +7.7% | +7.4% | +0.3% | +4.9% |
| YTD | +7.5% | +8.4% | -0.9% | +4.0% |
| 1Y | +8.3% | +0.6% | +7.7% | +7.1% |
| 3Y | +34.8% | +50.6% | -15.8% | +14.0% |
| 5Y | +41.6% | +4.8% | +36.8% | +34.4% |
| 10Y | +215.3% | +93.1% | +122.2% | +137.5% |
| All | +4,502.8% | +1,746.8% | +2,756.1% | +1,894.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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