+3,843.2%
YUM vs FE
+564.2%
+3,279.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | +8.4% | +3.9% | +4.5% | +7.1% |
| 3M | +6.5% | -0.1% | +6.6% | +6.5% |
| 6M | +5.3% | +6.1% | -0.8% | +3.2% |
| YTD | +6.9% | +8.1% | -1.2% | +4.1% |
| 1Y | +8.7% | +4.4% | +4.3% | +7.0% |
| 3Y | +34.1% | +49.0% | -14.9% | +16.9% |
| 5Y | +39.9% | +46.1% | -6.2% | +21.5% |
| 10Y | +213.6% | +122.6% | +91.0% | +128.0% |
| All | +3,843.2% | +564.2% | +3,279.0% | +1,746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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