+1,353.8%
YUM vs VNQ
+386.3%
+967.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.5% |
| 30D | -5.8% | -2.6% | -3.2% | -4.6% |
| 3M | -7.6% | -2.0% | -5.6% | -6.7% |
| 6M | -9.1% | +4.3% | -13.5% | -11.0% |
| YTD | -5.5% | +9.2% | -14.8% | -9.5% |
| 1Y | -3.7% | +5.6% | -9.3% | -6.2% |
| 3Y | +17.8% | +30.8% | -13.1% | +2.7% |
| 5Y | +19.3% | +8.0% | +11.3% | +13.0% |
| 10Y | +170.7% | +63.7% | +107.0% | +108.2% |
| All | +1,353.8% | +386.3% | +967.6% | +557.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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