+17.8%
YUM vs VIG
+55.8%
-38.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.6% |
| 7D | -6.1% | -1.1% | -5.0% | -5.4% |
| 30D | -5.8% | -2.7% | -3.1% | -4.1% |
| 3M | -7.6% | +2.5% | -10.2% | -9.2% |
| 6M | -9.1% | +9.2% | -18.4% | -14.4% |
| YTD | -5.5% | +9.8% | -15.4% | -11.4% |
| 1Y | -3.7% | +12.4% | -16.1% | -11.2% |
| 3Y | +17.8% | +55.9% | -38.1% | -18.0% |
| All | +17.8% | +55.8% | -38.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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