+213.6%
YUM vs FICO
+524.6%
-311.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | +8.4% | -0.8% | +9.1% | +8.2% |
| 3M | +6.5% | -31.3% | +37.8% | +13.0% |
| 6M | +5.3% | -33.9% | +39.2% | +11.2% |
| YTD | +6.9% | -57.6% | +64.4% | +24.1% |
| 1Y | +8.7% | -59.7% | +68.4% | +27.9% |
| 3Y | +34.1% | -28.0% | +62.1% | +26.2% |
| 5Y | +39.9% | +91.0% | -51.0% | -9.4% |
| All | +213.6% | +524.6% | -311.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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