+131.7%
EMB vs TECK
+170.6%
-38.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -0.3% | +4.6% | -4.9% | -0.6% |
| 3M | -0.4% | +2.8% | -3.3% | -0.7% |
| 6M | +0.1% | +24.9% | -24.8% | -1.3% |
| YTD | +1.6% | +44.7% | -43.2% | -0.8% |
| 1Y | +5.6% | +112.0% | -106.4% | +0.9% |
| 3Y | +29.8% | +67.6% | -37.8% | +24.6% |
| 5Y | +7.3% | +200.3% | -193.1% | -1.1% |
| 10Y | +30.4% | +358.2% | -327.8% | +13.5% |
| All | +131.7% | +170.6% | -38.8% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling