+3,947.2%
YUM vs VTR
+1,460.3%
+2,486.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -7.6% | +7.9% | -15.5% | -9.3% |
| 6M | -9.1% | +6.2% | -15.3% | -10.6% |
| YTD | -5.5% | +17.7% | -23.2% | -9.2% |
| 1Y | -3.7% | +32.9% | -36.6% | -9.9% |
| 3Y | +17.8% | +129.7% | -111.9% | -2.9% |
| 5Y | +19.3% | +89.3% | -70.0% | +1.3% |
| 10Y | +170.7% | +99.1% | +71.6% | +110.7% |
| All | +3,947.2% | +1,460.3% | +2,486.9% | +2,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling