+4,173.9%
YUM vs VFC
+157.4%
+4,016.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.3% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -0.8% | -11.9% | +11.1% | +2.4% |
| 3M | +1.5% | -20.2% | +21.6% | +6.3% |
| 6M | -6.1% | -23.0% | +16.9% | -1.3% |
| YTD | -0.2% | -26.2% | +26.0% | +5.4% |
| 1Y | +2.5% | -13.3% | +15.8% | +2.3% |
| 3Y | +24.6% | -25.5% | +50.1% | +11.6% |
| 5Y | +25.7% | -78.1% | +103.8% | +65.0% |
| 10Y | +179.7% | -68.8% | +248.5% | +196.5% |
| All | +4,173.9% | +157.4% | +4,016.5% | +1,774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling