+17.8%
YUM vs ITOT
+75.8%
-58.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.4% |
| 7D | -6.1% | -0.9% | -5.2% | -5.8% |
| 30D | -5.8% | -1.5% | -4.4% | -5.4% |
| 3M | -7.6% | +3.6% | -11.2% | -8.9% |
| 6M | -9.1% | +13.7% | -22.8% | -13.7% |
| YTD | -5.5% | +12.9% | -18.5% | -10.1% |
| 1Y | -3.7% | +17.2% | -20.9% | -9.9% |
| 3Y | +17.8% | +75.6% | -57.8% | -13.2% |
| All | +17.8% | +75.8% | -58.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling