+273.7%
ELV vs TECK
+377.7%
-103.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +3.2% | -3.8% | +7.1% | +3.7% |
| 30D | +5.4% | +0.7% | +4.6% | +5.1% |
| 3M | +5.4% | +4.6% | +0.7% | +4.2% |
| 6M | +45.7% | +25.1% | +20.6% | +39.6% |
| YTD | +21.2% | +39.2% | -18.0% | +13.8% |
| 1Y | +35.6% | +60.3% | -24.7% | +24.3% |
| 3Y | -2.0% | +62.9% | -64.9% | -12.8% |
| 5Y | +26.0% | +181.5% | -155.5% | -2.2% |
| All | +273.7% | +377.7% | -103.9% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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