+4,208.2%
YUM vs FICO
+7,461.4%
-3,253.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +2.6% |
| 7D | -2.0% | -19.2% | +17.1% | +2.4% |
| 30D | -1.1% | -14.6% | +13.5% | +1.9% |
| 3M | +1.8% | -20.1% | +21.9% | +5.5% |
| 6M | -4.7% | -36.3% | +31.6% | +2.8% |
| YTD | +0.6% | -44.9% | +45.4% | +11.8% |
| 1Y | +6.4% | -38.6% | +45.0% | +14.0% |
| 3Y | +22.6% | +4.0% | +18.6% | +11.5% |
| 5Y | +26.0% | +99.5% | -73.6% | -6.0% |
| 10Y | +174.6% | +604.7% | -430.1% | +45.1% |
| All | +4,208.2% | +7,461.4% | -3,253.3% | +1,109.6% |
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 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