+84.0%
YUMC vs VT
+229.5%
-145.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -11.1% | -0.7% | -10.4% | -10.7% |
| 3M | +0.3% | +4.0% | -3.7% | -3.3% |
| 6M | -19.2% | +12.3% | -31.5% | -27.2% |
| YTD | -9.2% | +14.0% | -23.2% | -19.2% |
| 1Y | -1.8% | +20.3% | -22.1% | -16.7% |
| 3Y | -13.8% | +75.4% | -89.2% | -46.7% |
| 5Y | -25.9% | +66.0% | -91.9% | -52.0% |
| All | +84.0% | +229.5% | -145.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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