+215.3%
YUM vs EXPD
+334.5%
-119.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.9% |
| 7D | -3.7% | -1.6% | -2.1% | -3.2% |
| 30D | +9.2% | +0.6% | +8.6% | +8.8% |
| 3M | +11.2% | +9.8% | +1.4% | +7.7% |
| 6M | +7.7% | +25.8% | -18.1% | -0.6% |
| YTD | +7.5% | +31.3% | -23.8% | -3.5% |
| 1Y | +8.3% | +40.9% | -32.6% | -5.3% |
| 3Y | +34.8% | +74.7% | -39.9% | +6.7% |
| 5Y | +41.6% | +62.9% | -21.3% | +12.8% |
| All | +215.3% | +334.5% | -119.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling