+125.6%
EMB vs TECK
+136.0%
-10.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | +0.4% | -7.1% | +7.5% | +0.7% |
| 3M | -3.1% | -5.5% | +2.4% | -2.9% |
| 6M | -2.1% | -9.7% | +7.6% | -1.8% |
| YTD | -1.1% | +26.3% | -27.3% | -2.8% |
| 1Y | -0.1% | +44.4% | -44.4% | -2.5% |
| 3Y | +29.6% | +70.1% | -40.5% | +24.3% |
| 5Y | +7.2% | +125.8% | -118.6% | +0.3% |
| 10Y | +35.5% | +200.6% | -165.1% | +20.2% |
| All | +125.6% | +136.0% | -10.4% | +87.7% |
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