+1,064.5%
YUM vs VIG
+614.0%
+450.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -3.6% | -1.2% | -2.4% | -2.4% |
| 30D | +0.4% | -2.8% | +3.2% | +3.2% |
| 3M | -3.8% | +2.5% | -6.2% | -6.1% |
| 6M | -8.3% | +8.1% | -16.4% | -15.1% |
| YTD | -2.6% | +9.6% | -12.2% | -11.1% |
| 1Y | +1.5% | +14.2% | -12.6% | -11.1% |
| 3Y | +21.6% | +56.1% | -34.5% | -22.6% |
| 5Y | +23.5% | +62.8% | -39.3% | -25.3% |
| 10Y | +178.9% | +248.2% | -69.3% | -24.8% |
| All | +1,064.5% | +614.0% | +450.4% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling