+20.0%
YUM vs VIG
+63.0%
-43.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.6% |
| 7D | -6.1% | -1.1% | -5.0% | -5.3% |
| 30D | -5.8% | -2.7% | -3.1% | -3.9% |
| 3M | -7.6% | +2.5% | -10.2% | -9.4% |
| 6M | -9.1% | +9.2% | -18.4% | -15.1% |
| YTD | -5.5% | +9.8% | -15.4% | -12.2% |
| 1Y | -3.7% | +12.4% | -16.1% | -12.1% |
| 3Y | +17.8% | +55.9% | -38.1% | -18.0% |
| All | +20.0% | +63.0% | -43.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling