+193.7%
YUM vs FTV
+87.0%
+106.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | +0.4% | -9.5% | +9.9% | +4.5% |
| 3M | -3.8% | -10.9% | +7.1% | +0.4% |
| 6M | -8.3% | -0.6% | -7.7% | -8.8% |
| YTD | -2.6% | +1.4% | -4.1% | -4.8% |
| 1Y | +1.5% | +17.6% | -16.1% | -7.0% |
| 3Y | +21.6% | -3.3% | +24.8% | +18.1% |
| 5Y | +23.5% | -0.1% | +23.7% | +15.9% |
| 10Y | +178.9% | +82.5% | +96.5% | +83.1% |
| All | +193.7% | +87.0% | +106.7% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling