+178.9%
YUM vs FN
+890.7%
-711.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -3.6% | +5.8% | -9.4% | -4.0% |
| 30D | +0.4% | -20.6% | +21.0% | +2.0% |
| 3M | -3.8% | -28.6% | +24.8% | -1.9% |
| 6M | -8.3% | -20.7% | +12.4% | -8.3% |
| YTD | -2.6% | -8.1% | +5.5% | -4.7% |
| 1Y | +1.5% | +13.3% | -11.8% | -3.5% |
| 3Y | +21.6% | +175.7% | -154.1% | -2.0% |
| 5Y | +23.5% | +297.4% | -273.9% | -8.9% |
| 10Y | +178.9% | +950.9% | -772.0% | +74.8% |
| All | +178.9% | +890.7% | -711.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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