+1,081.8%
YUM vs XME
+244.0%
+837.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -3.6% | -0.2% | -3.3% | -3.5% |
| 30D | +0.4% | +1.4% | -1.0% | -0.2% |
| 3M | -3.8% | +2.7% | -6.5% | -5.2% |
| 6M | -8.3% | +6.5% | -14.8% | -11.2% |
| YTD | -2.6% | +15.2% | -17.8% | -8.5% |
| 1Y | +1.5% | +43.5% | -42.0% | -11.3% |
| 3Y | +21.6% | +135.9% | -114.3% | -10.3% |
| 5Y | +23.5% | +181.5% | -157.9% | -16.4% |
| 10Y | +178.9% | +436.9% | -257.9% | +43.5% |
| All | +1,081.8% | +244.0% | +837.8% | +437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling