+178.9%
YUM vs EXPD
+316.4%
-137.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.8% |
| 7D | -3.6% | +1.2% | -4.7% | -3.9% |
| 30D | +0.4% | +5.2% | -4.8% | -1.2% |
| 3M | -3.8% | +13.2% | -17.0% | -7.8% |
| 6M | -8.3% | +30.3% | -38.6% | -16.5% |
| YTD | -2.6% | +27.0% | -29.7% | -11.5% |
| 1Y | +1.5% | +57.3% | -55.8% | -14.8% |
| 3Y | +21.6% | +70.0% | -48.4% | -2.9% |
| 5Y | +23.5% | +61.6% | -38.1% | -1.9% |
| 10Y | +178.9% | +321.1% | -142.1% | +42.2% |
| All | +178.9% | +316.4% | -137.4% | +42.2% |
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