+171.2%
YUM vs FICO
+651.8%
-480.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -5.2% | -14.1% | +8.9% | -2.3% |
| 30D | -0.1% | -7.5% | +7.4% | +1.0% |
| 3M | -4.3% | -21.3% | +17.0% | -0.4% |
| 6M | -8.7% | -25.2% | +16.5% | -5.0% |
| YTD | -3.5% | -43.2% | +39.7% | +7.1% |
| 1Y | +0.5% | -37.2% | +37.7% | +7.2% |
| 3Y | +20.5% | +6.8% | +13.7% | +4.5% |
| 5Y | +21.8% | +112.8% | -91.0% | -19.5% |
| All | +171.2% | +651.8% | -480.6% | +2.0% |
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