+18.9%
ELV vs TECK
+199.3%
-180.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | -2.2% | +4.9% | -7.1% | -2.6% |
| 30D | -0.2% | +5.2% | -5.4% | -0.7% |
| 3M | -6.1% | +13.8% | -19.9% | -7.4% |
| 6M | +42.8% | +38.5% | +4.3% | +37.8% |
| YTD | +14.4% | +47.3% | -33.0% | +9.4% |
| 1Y | +28.6% | +81.0% | -52.4% | +20.4% |
| 3Y | -7.4% | +79.9% | -87.3% | -14.7% |
| All | +18.9% | +199.3% | -180.4% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling