+21.8%
YUM vs FFIV
+95.0%
-73.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -5.2% | +1.6% | -6.8% | -5.5% |
| 30D | -0.1% | -3.7% | +3.7% | +0.4% |
| 3M | -4.3% | +2.0% | -6.3% | -4.9% |
| 6M | -8.7% | +39.3% | -48.0% | -14.7% |
| YTD | -3.5% | +56.1% | -59.6% | -12.3% |
| 1Y | +0.5% | +22.0% | -21.5% | -4.1% |
| 3Y | +20.5% | +148.2% | -127.7% | -5.5% |
| 5Y | +21.8% | +96.3% | -74.5% | +0.9% |
| All | +21.8% | +95.0% | -73.2% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 5y: compounded portfolio wealth divided by compounded FFIV 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…
5y analysis · Full analysis span regression · 6 months rolling