+165.5%
YUM vs FLR
+19.7%
+145.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | -6.1% | -3.5% | -2.6% | -5.7% |
| 30D | -5.8% | +4.2% | -10.0% | -6.3% |
| 3M | -7.6% | +8.1% | -15.7% | -8.8% |
| 6M | -9.1% | +21.5% | -30.7% | -11.8% |
| YTD | -5.5% | +36.8% | -42.3% | -9.7% |
| 1Y | -3.7% | +31.2% | -34.9% | -7.8% |
| 3Y | +17.8% | +53.9% | -36.1% | +7.6% |
| 5Y | +19.3% | +243.0% | -223.8% | -3.0% |
| All | +165.5% | +19.7% | +145.8% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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