+165.5%
YUM vs VYM
+209.2%
-43.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.6% |
| 7D | -6.1% | -0.8% | -5.3% | -5.5% |
| 30D | -5.8% | -2.2% | -3.6% | -4.1% |
| 3M | -7.6% | +3.1% | -10.7% | -9.9% |
| 6M | -9.1% | +9.7% | -18.9% | -15.7% |
| YTD | -5.5% | +14.9% | -20.4% | -15.6% |
| 1Y | -3.7% | +17.6% | -21.3% | -15.6% |
| 3Y | +17.8% | +65.3% | -47.5% | -22.3% |
| 5Y | +19.3% | +78.7% | -59.5% | -26.6% |
| All | +165.5% | +209.2% | -43.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling