+284.1%
YUM vs ESI
+222.6%
+61.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -3.6% | +3.9% | -7.5% | -4.3% |
| 30D | +0.4% | -3.8% | +4.2% | +1.0% |
| 3M | -3.8% | -13.1% | +9.3% | -2.1% |
| 6M | -8.3% | +11.3% | -19.6% | -11.9% |
| YTD | -2.6% | +44.1% | -46.7% | -11.7% |
| 1Y | +1.5% | +40.3% | -38.8% | -7.8% |
| 3Y | +21.6% | +84.1% | -62.5% | +2.3% |
| 5Y | +23.5% | +75.8% | -52.3% | +3.3% |
| 10Y | +178.9% | +320.7% | -141.8% | +86.2% |
| All | +284.1% | +222.6% | +61.6% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling