+20.0%
YUM vs XME
+162.6%
-142.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -6.1% | -4.2% | -1.9% | -5.5% |
| 30D | -5.8% | -2.7% | -3.1% | -5.6% |
| 3M | -7.6% | -3.9% | -3.7% | -7.4% |
| 6M | -9.1% | -1.0% | -8.2% | -9.8% |
| YTD | -5.5% | +9.8% | -15.3% | -8.3% |
| 1Y | -3.7% | +32.5% | -36.3% | -10.3% |
| 3Y | +17.8% | +124.3% | -106.5% | -3.4% |
| All | +20.0% | +162.6% | -142.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling