+15.9%
YUM vs NVD
-99.1%
+115.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -6.1% | +10.8% | -16.9% | -6.0% |
| 30D | -5.8% | +0.8% | -6.6% | -5.8% |
| 3M | -7.6% | -20.8% | +13.2% | -7.7% |
| 6M | -9.1% | -41.2% | +32.0% | -9.5% |
| YTD | -5.5% | -44.2% | +38.7% | -5.9% |
| 1Y | -3.7% | -54.2% | +50.4% | -4.4% |
| 3Y | +17.8% | -99.1% | +116.9% | +3.7% |
| All | +15.9% | -99.1% | +115.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling