+97.5%
YUM vs NVT
+694.8%
-597.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | -5.2% | +2.0% | -7.2% | -5.6% |
| 30D | -0.1% | -7.2% | +7.1% | +1.2% |
| 3M | -4.3% | -0.9% | -3.4% | -5.2% |
| 6M | -8.7% | +42.6% | -51.3% | -18.0% |
| YTD | -3.5% | +52.9% | -56.4% | -15.2% |
| 1Y | +0.5% | +64.5% | -64.0% | -14.2% |
| 3Y | +20.5% | +178.0% | -157.5% | -16.7% |
| 5Y | +21.8% | +402.8% | -381.0% | -33.7% |
| All | +97.5% | +694.8% | -597.4% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling