+93.3%
YUM vs NVT
+731.8%
-638.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -3.1% |
| 7D | -6.1% | +4.1% | -10.1% | -6.9% |
| 30D | -5.8% | -5.1% | -0.7% | -5.0% |
| 3M | -7.6% | -1.2% | -6.5% | -8.4% |
| 6M | -9.1% | +46.6% | -55.7% | -18.8% |
| YTD | -5.5% | +60.0% | -65.5% | -17.8% |
| 1Y | -3.7% | +70.8% | -74.5% | -18.4% |
| 3Y | +17.8% | +187.5% | -169.7% | -19.0% |
| 5Y | +19.3% | +426.1% | -406.9% | -35.7% |
| All | +93.3% | +731.8% | -638.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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