+17.8%
YUM vs VRSK
-26.5%
+44.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -5.2% | -0.9% | -5.1% |
| 30D | -5.8% | -2.3% | -3.5% | -5.4% |
| 3M | -7.6% | -2.9% | -4.7% | -7.5% |
| 6M | -9.1% | -12.8% | +3.7% | -7.1% |
| YTD | -5.5% | -20.8% | +15.3% | -1.1% |
| 1Y | -3.7% | -33.2% | +29.5% | +5.7% |
| 3Y | +17.8% | -26.6% | +44.4% | +29.4% |
| All | +17.8% | -26.5% | +44.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling