+165.5%
YUM vs VO
+200.3%
-34.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -6.1% | -1.5% | -4.5% | -5.0% |
| 30D | -5.8% | -3.0% | -2.8% | -3.8% |
| 3M | -7.6% | +2.8% | -10.5% | -9.6% |
| 6M | -9.1% | +10.9% | -20.1% | -15.9% |
| YTD | -5.5% | +12.5% | -18.0% | -13.5% |
| 1Y | -3.7% | +12.0% | -15.7% | -11.7% |
| 3Y | +17.8% | +56.3% | -38.5% | -16.6% |
| 5Y | +19.3% | +42.9% | -23.7% | -10.8% |
| All | +165.5% | +200.3% | -34.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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