+814.1%
YUM vs VT
+346.0%
+468.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | +3.7% | -2.3% | +6.0% | +5.4% |
| 30D | +14.8% | -5.0% | +19.8% | +19.0% |
| 3M | +6.4% | -4.9% | +11.2% | +10.1% |
| 6M | +4.3% | -1.5% | +5.9% | +4.7% |
| YTD | +8.1% | +8.5% | -0.4% | +0.6% |
| 1Y | +11.3% | +11.4% | -0.1% | +1.4% |
| 3Y | +35.1% | +70.1% | -35.0% | -11.9% |
| 5Y | +39.9% | +53.7% | -13.8% | -2.2% |
| 10Y | +221.9% | +220.0% | +1.9% | +26.8% |
| All | +814.1% | +346.0% | +468.1% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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