+3,610.9%
YUM vs FE
+561.4%
+3,049.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -2.0% | +1.9% | -4.0% | -2.6% |
| 30D | -1.1% | -1.2% | +0.1% | -0.7% |
| 3M | +1.8% | +3.5% | -1.7% | +0.6% |
| 6M | -4.7% | -6.1% | +1.3% | -3.0% |
| YTD | +0.6% | +7.6% | -7.0% | -1.9% |
| 1Y | +6.4% | +11.9% | -5.5% | +2.4% |
| 3Y | +22.6% | +48.4% | -25.8% | +6.9% |
| 5Y | +26.0% | +44.8% | -18.8% | +9.6% |
| 10Y | +174.6% | +115.9% | +58.7% | +101.3% |
| All | +3,610.9% | +561.4% | +3,049.5% | +1,640.5% |
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