+596.1%
YUM vs FN
+3,620.5%
-3,024.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -2.0% | -1.7% | -0.4% | -1.9% |
| 30D | -1.1% | -22.0% | +20.9% | +0.7% |
| 3M | +1.8% | -43.0% | +44.8% | +5.8% |
| 6M | -4.7% | -27.7% | +23.0% | -3.9% |
| YTD | +0.6% | -10.5% | +11.1% | -1.1% |
| 1Y | +6.4% | +12.5% | -6.1% | +1.7% |
| 3Y | +22.6% | +153.8% | -131.2% | +3.2% |
| 5Y | +26.0% | +288.0% | -262.0% | -1.1% |
| 10Y | +174.6% | +906.4% | -731.8% | +90.3% |
| All | +596.1% | +3,620.5% | -3,024.4% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling