+4,070.4%
YUM vs VSH
+274.8%
+3,795.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -3.6% | +3.5% | -7.1% | -4.1% |
| 30D | +0.4% | -4.4% | +4.8% | +0.9% |
| 3M | -3.8% | -45.8% | +42.0% | +4.2% |
| 6M | -8.3% | +90.1% | -98.4% | -21.1% |
| YTD | -2.6% | +120.3% | -123.0% | -18.7% |
| 1Y | +1.5% | +112.2% | -110.7% | -15.3% |
| 3Y | +21.6% | +36.6% | -15.0% | +6.0% |
| 5Y | +23.5% | +67.0% | -43.5% | +2.5% |
| 10Y | +178.9% | +179.5% | -0.5% | +103.6% |
| All | +4,070.4% | +274.8% | +3,795.6% | +2,074.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling