+165.5%
YUM vs QID
-99.2%
+264.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.5% |
| 7D | -6.1% | +1.3% | -7.3% | -5.8% |
| 30D | -5.8% | +2.9% | -8.8% | -5.2% |
| 3M | -7.6% | -0.7% | -6.9% | -7.5% |
| 6M | -9.1% | -29.7% | +20.5% | -15.5% |
| YTD | -5.5% | -27.9% | +22.3% | -11.5% |
| 1Y | -3.7% | -34.6% | +30.9% | -11.7% |
| 3Y | +17.8% | -73.5% | +91.3% | -9.8% |
| 5Y | +19.3% | -81.0% | +100.3% | -8.4% |
| All | +165.5% | -99.2% | +264.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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