+20.3%
YUM vs NXT
+87.2%
-66.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.9% |
| 7D | -5.2% | -2.6% | -2.6% | -5.2% |
| 30D | -0.1% | -22.4% | +22.3% | +0.4% |
| 3M | -4.3% | -27.3% | +23.1% | -3.8% |
| 6M | -8.7% | -28.5% | +19.8% | -8.7% |
| YTD | -3.5% | -6.6% | +3.1% | -4.5% |
| 1Y | +0.5% | +20.4% | -19.9% | -1.8% |
| All | +20.3% | +87.2% | -66.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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