+165.5%
YUM vs ESI
+312.8%
-147.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -6.1% | -4.6% | -1.4% | -5.1% |
| 30D | -5.8% | -10.5% | +4.7% | -3.7% |
| 3M | -7.6% | -19.8% | +12.2% | -4.0% |
| 6M | -9.1% | +5.8% | -15.0% | -12.5% |
| YTD | -5.5% | +38.3% | -43.8% | -15.2% |
| 1Y | -3.7% | +31.5% | -35.2% | -13.0% |
| 3Y | +17.8% | +80.7% | -62.9% | -4.4% |
| 5Y | +19.3% | +69.4% | -50.2% | -3.7% |
| All | +165.5% | +312.8% | -147.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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