+165.5%
YUM vs FTV
+80.7%
+84.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -6.1% | -4.0% | -2.1% | -4.5% |
| 30D | -5.8% | -11.0% | +5.2% | -1.3% |
| 3M | -7.6% | -8.4% | +0.8% | -4.7% |
| 6M | -9.1% | -2.6% | -6.6% | -9.0% |
| YTD | -5.5% | -0.6% | -4.9% | -6.8% |
| 1Y | -3.7% | +11.0% | -14.7% | -9.6% |
| 3Y | +17.8% | -6.3% | +24.1% | +16.1% |
| 5Y | +19.3% | -1.5% | +20.8% | +12.4% |
| All | +165.5% | +80.7% | +84.8% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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