+23.5%
YUM vs VLTO
+23.4%
0.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -5.2% | -4.5% | -0.7% | -3.9% |
| 30D | -0.1% | -4.6% | +4.5% | +1.3% |
| 3M | -4.3% | +13.3% | -17.6% | -8.1% |
| 6M | -8.7% | +2.1% | -10.8% | -9.7% |
| YTD | -3.5% | -6.1% | +2.6% | -2.3% |
| 1Y | +0.5% | -11.4% | +11.8% | +3.4% |
| All | +23.5% | +23.4% | 0.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling