+88.4%
YUMC vs VT
+233.3%
-144.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.5% |
| 30D | -7.6% | +1.0% | -8.6% | -8.5% |
| 3M | +2.4% | +2.4% | 0.0% | -0.1% |
| 6M | -15.6% | +12.0% | -27.6% | -23.8% |
| YTD | -7.0% | +15.3% | -22.3% | -18.0% |
| 1Y | -0.7% | +22.6% | -23.2% | -17.1% |
| 3Y | -16.1% | +74.7% | -90.8% | -47.9% |
| 5Y | -25.4% | +66.1% | -91.5% | -51.8% |
| All | +88.4% | +233.3% | -144.9% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling