+4,033.9%
YUM vs EWJ
+206.7%
+3,827.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -5.2% | -1.5% | -3.7% | -4.6% |
| 30D | -0.1% | +0.2% | -0.3% | -0.2% |
| 3M | -4.3% | +8.6% | -12.9% | -7.8% |
| 6M | -8.7% | +12.1% | -20.9% | -13.6% |
| YTD | -3.5% | +20.1% | -23.6% | -11.5% |
| 1Y | +0.5% | +25.2% | -24.7% | -9.6% |
| 3Y | +20.5% | +70.8% | -50.2% | -6.3% |
| 5Y | +21.8% | +49.2% | -27.3% | -0.1% |
| 10Y | +176.5% | +138.6% | +37.9% | +86.2% |
| All | +4,033.9% | +206.7% | +3,827.2% | +2,207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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