+14.7%
FXI vs TECK
+377.7%
-363.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -3.9% | -3.8% | 0.0% | -3.1% |
| 30D | -2.1% | +0.7% | -2.8% | -2.5% |
| 3M | -0.5% | +4.6% | -5.1% | -2.3% |
| 6M | -4.5% | +25.1% | -29.7% | -10.9% |
| YTD | -9.2% | +39.2% | -48.4% | -17.9% |
| 1Y | -13.8% | +60.3% | -74.1% | -25.0% |
| 3Y | +36.6% | +62.9% | -26.3% | +15.7% |
| 5Y | -6.7% | +181.5% | -188.1% | -32.1% |
| All | +14.7% | +377.7% | -363.0% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling