+344.5%
ZETA vs YUM
+19.0%
+325.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | -3.7% | -6.1% | +2.3% | -0.4% |
| 30D | +5.7% | -5.8% | +11.5% | +8.9% |
| 3M | +50.4% | -7.6% | +58.1% | +55.9% |
| 6M | +65.5% | -9.1% | +74.6% | +72.3% |
| YTD | +48.3% | -5.5% | +53.8% | +48.4% |
| 1Y | +45.4% | -3.7% | +49.1% | +42.2% |
| 3Y | +270.8% | +17.8% | +253.0% | +199.4% |
| All | +344.5% | +19.0% | +325.5% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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