+3,415.4%
YUM vs FLR
+571.1%
+2,844.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.5% |
| 7D | -5.2% | -6.9% | +1.7% | -4.0% |
| 30D | -0.1% | +1.1% | -1.2% | -0.5% |
| 3M | -4.3% | +14.3% | -18.6% | -7.3% |
| 6M | -8.7% | +19.1% | -27.8% | -12.9% |
| YTD | -3.5% | +35.1% | -38.6% | -10.3% |
| 1Y | +0.5% | +29.5% | -29.0% | -6.5% |
| 3Y | +20.5% | +53.0% | -32.5% | +4.0% |
| 5Y | +21.8% | +238.9% | -217.1% | -13.1% |
| 10Y | +176.5% | +17.4% | +159.1% | +106.0% |
| All | +3,415.4% | +571.1% | +2,844.3% | +1,653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling