+33.2%
YUM vs VSXY
+37.5%
-4.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -5.8% | -18.7% | +12.8% | -5.1% |
| 3M | -7.6% | -4.0% | -3.7% | -7.7% |
| 6M | -9.1% | +67.5% | -76.6% | -12.1% |
| YTD | -5.5% | +39.7% | -45.2% | -7.9% |
| 1Y | -3.7% | +180.0% | -183.7% | -9.9% |
| 3Y | +17.8% | +337.3% | -319.5% | +3.1% |
| 5Y | +19.3% | +22.7% | -3.4% | +13.1% |
| All | +33.2% | +37.5% | -4.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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