+50.4%
EWJ vs TECK
+180.1%
-129.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +0.3% | -3.8% | +4.1% | +1.0% |
| 30D | +0.8% | +0.7% | 0.0% | +0.5% |
| 3M | +7.5% | +4.6% | +2.9% | +6.1% |
| 6M | +15.6% | +25.1% | -9.5% | +9.8% |
| YTD | +22.7% | +39.2% | -16.4% | +14.0% |
| 1Y | +26.4% | +60.3% | -33.9% | +14.1% |
| 3Y | +72.5% | +62.9% | +9.6% | +51.8% |
| All | +50.4% | +180.1% | -129.8% | +21.0% |
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