+165.5%
YUM vs XME
+421.4%
-255.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -6.1% | -4.2% | -1.9% | -5.1% |
| 30D | -5.8% | -2.7% | -3.1% | -5.4% |
| 3M | -7.6% | -3.9% | -3.7% | -7.2% |
| 6M | -9.1% | -1.0% | -8.2% | -10.1% |
| YTD | -5.5% | +9.8% | -15.3% | -9.6% |
| 1Y | -3.7% | +32.5% | -36.3% | -13.0% |
| 3Y | +17.8% | +124.3% | -106.5% | -10.1% |
| 5Y | +19.3% | +165.8% | -146.5% | -16.4% |
| All | +165.5% | +421.4% | -255.8% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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