+309.6%
EWJ vs TECK
+2,212.2%
-1,902.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +1.0% | +4.9% | -3.9% | +0.2% |
| 30D | +1.0% | +5.2% | -4.2% | +0.1% |
| 3M | +7.2% | +13.8% | -6.6% | +4.8% |
| 6M | +13.9% | +38.5% | -24.6% | +7.7% |
| YTD | +20.8% | +47.3% | -26.6% | +12.8% |
| 1Y | +26.4% | +81.0% | -54.6% | +13.9% |
| 3Y | +71.8% | +79.9% | -8.1% | +52.1% |
| 5Y | +49.9% | +207.9% | -158.0% | +18.5% |
| 10Y | +140.0% | +389.5% | -249.5% | +60.8% |
| All | +309.6% | +2,212.2% | -1,902.6% | +104.1% |
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