+20.3%
YUM vs VFC
-28.4%
+48.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -5.2% | -3.3% | -1.9% | -5.0% |
| 30D | -0.1% | -14.0% | +13.9% | +0.8% |
| 3M | -4.3% | -22.6% | +18.3% | -3.1% |
| 6M | -8.7% | -24.7% | +16.0% | -7.5% |
| YTD | -3.5% | -29.0% | +25.5% | -2.1% |
| 1Y | +0.5% | -13.8% | +14.2% | +0.6% |
| All | +20.3% | -28.4% | +48.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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