+38.4%
YUM vs VLTO
+56.4%
-18.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +10.0% | +17.5% | -7.5% | +4.7% |
| 3M | +7.5% | +21.4% | -13.9% | +1.3% |
| 6M | +8.8% | +38.1% | -29.3% | -1.7% |
| YTD | +8.2% | +19.0% | -10.8% | +1.9% |
| 1Y | +9.8% | +20.7% | -10.8% | +2.9% |
| 3Y | +36.4% | +64.3% | -27.8% | +23.2% |
| All | +38.4% | +56.4% | -18.0% | +24.1% |
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