+20.0%
YUM vs VSH
+74.2%
-54.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.1% | -8.2% | -2.5% |
| 7D | -6.1% | +4.8% | -10.8% | -6.4% |
| 30D | -5.8% | -0.7% | -5.1% | -5.9% |
| 3M | -7.6% | -43.1% | +35.4% | -4.1% |
| 6M | -9.1% | +91.8% | -100.9% | -19.2% |
| YTD | -5.5% | +131.6% | -137.1% | -18.4% |
| 1Y | -3.7% | +118.1% | -121.8% | -16.6% |
| 3Y | +17.8% | +40.9% | -23.1% | +9.4% |
| All | +20.0% | +74.2% | -54.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling