-3.7%
YUM vs VTR
+33.3%
-37.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -5.8% | +1.1% | -6.9% | -6.0% |
| 3M | -7.6% | +7.9% | -15.5% | -9.9% |
| 6M | -9.1% | +6.2% | -15.3% | -11.5% |
| YTD | -5.5% | +17.7% | -23.2% | -9.7% |
| 1Y | -3.7% | +32.9% | -36.6% | -10.4% |
| All | -3.7% | +33.3% | -37.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling