+13.4%
YUM vs ETR
+18.4%
-5.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.7% | +3.2% | +5.2% |
| 7D | +10.8% | +3.7% | +7.0% | +9.8% |
| 30D | +21.4% | +11.0% | +10.4% | +18.8% |
| 3M | +13.2% | +3.4% | +9.8% | +12.2% |
| 6M | +8.8% | -3.3% | +12.1% | +9.0% |
| YTD | +11.5% | +23.3% | -11.7% | +5.0% |
| 1Y | +13.4% | +19.2% | -5.8% | +7.6% |
| All | +13.4% | +18.4% | -5.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling