+4,070.4%
YUM vs ETR
+2,486.0%
+1,584.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.0% |
| 7D | -3.6% | +0.4% | -3.9% | -3.7% |
| 30D | +0.4% | +2.0% | -1.7% | -0.3% |
| 3M | -3.8% | -1.7% | -2.1% | -3.4% |
| 6M | -8.3% | +3.6% | -11.9% | -9.7% |
| YTD | -2.6% | +18.0% | -20.7% | -8.3% |
| 1Y | +1.5% | +26.2% | -24.7% | -6.6% |
| 3Y | +21.6% | +148.0% | -126.4% | -12.2% |
| 5Y | +23.5% | +126.1% | -102.5% | -9.1% |
| 10Y | +178.9% | +302.3% | -123.3% | +68.1% |
| All | +4,070.4% | +2,486.0% | +1,584.4% | +1,641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling