+217.5%
YUM vs FICO
+527.0%
-309.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.4% |
| 30D | +10.0% | +0.1% | +9.9% | +9.6% |
| 3M | +7.5% | -35.2% | +42.6% | +15.6% |
| 6M | +8.8% | -32.4% | +41.1% | +14.2% |
| YTD | +8.2% | -57.4% | +65.6% | +25.6% |
| 1Y | +9.8% | -58.5% | +68.4% | +28.3% |
| 3Y | +36.4% | -28.9% | +65.3% | +29.0% |
| 5Y | +41.7% | +91.7% | -50.0% | -8.3% |
| All | +217.5% | +527.0% | -309.5% | +22.0% |
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