+215.3%
YUM vs FN
+850.1%
-634.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.4% |
| 7D | -3.7% | +8.0% | -11.7% | -4.4% |
| 30D | +9.2% | -19.1% | +28.3% | +10.4% |
| 3M | +11.2% | -29.8% | +41.1% | +13.3% |
| 6M | +7.7% | -43.2% | +50.9% | +10.8% |
| YTD | +7.5% | -18.9% | +26.4% | +5.5% |
| 1Y | +8.3% | -17.9% | +26.2% | +5.8% |
| 3Y | +34.8% | +120.1% | -85.3% | +10.7% |
| 5Y | +41.6% | +206.7% | -165.1% | +6.9% |
| 10Y | +215.3% | +804.7% | -589.4% | +103.7% |
| All | +215.3% | +850.1% | -634.8% | +103.7% |
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