+164.2%
YUM vs NTRA
+1,727.4%
-1,563.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -5.8% | +4.1% | -9.9% | -6.2% |
| 3M | -7.6% | +50.0% | -57.7% | -11.1% |
| 6M | -9.1% | +67.3% | -76.4% | -13.7% |
| YTD | -5.5% | +43.6% | -49.1% | -9.2% |
| 1Y | -3.7% | +89.2% | -93.0% | -9.8% |
| 3Y | +17.8% | +502.5% | -484.7% | -2.8% |
| 5Y | +19.3% | +173.8% | -154.5% | +1.3% |
| 10Y | +170.7% | +3,189.3% | -3,018.6% | +75.6% |
| All | +164.2% | +1,727.4% | -1,563.2% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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