+4,529.5%
YUM vs FICO
+5,614.5%
-1,085.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | +14.8% | +3.3% | +11.5% | +13.4% |
| 3M | +6.4% | -31.7% | +38.1% | +13.1% |
| 6M | +4.3% | -34.0% | +38.3% | +10.4% |
| YTD | +8.1% | -58.3% | +66.4% | +25.5% |
| 1Y | +11.3% | -57.9% | +69.2% | +28.8% |
| 3Y | +35.1% | -24.1% | +59.2% | +29.8% |
| 5Y | +39.9% | +85.3% | -45.4% | +3.5% |
| 10Y | +221.9% | +520.3% | -298.4% | +71.5% |
| All | +4,529.5% | +5,614.5% | -1,085.0% | +1,257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling