+165.5%
YUM vs VCLT
+17.1%
+148.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | -1.4% | -4.7% | -5.5% |
| 30D | -5.8% | -1.2% | -4.7% | -5.4% |
| 3M | -7.6% | -4.8% | -2.9% | -5.8% |
| 6M | -9.1% | -2.6% | -6.6% | -8.2% |
| YTD | -5.5% | -3.3% | -2.2% | -4.3% |
| 1Y | -3.7% | -4.8% | +1.1% | -1.8% |
| 3Y | +17.8% | +11.5% | +6.3% | +12.4% |
| 5Y | +19.3% | -17.0% | +36.2% | +27.7% |
| All | +165.5% | +17.1% | +148.5% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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