+20.0%
YUM vs ET
+241.8%
-221.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -5.8% | +2.9% | -8.7% | -6.3% |
| 3M | -7.6% | +16.8% | -24.4% | -10.0% |
| 6M | -9.1% | +18.9% | -28.0% | -11.8% |
| YTD | -5.5% | +37.7% | -43.2% | -10.6% |
| 1Y | -3.7% | +32.4% | -36.2% | -8.4% |
| 3Y | +17.8% | +99.5% | -81.7% | +1.6% |
| All | +20.0% | +241.8% | -221.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling