+221.1%
TECK vs ESTC
+23.7%
+197.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +4.9% | -3.3% | +8.2% | +5.5% |
| 30D | +5.2% | +13.4% | -8.3% | +1.5% |
| 3M | +13.8% | +41.3% | -27.5% | +4.4% |
| 6M | +38.5% | +62.6% | -24.1% | +22.3% |
| YTD | +47.3% | +14.8% | +32.6% | +39.0% |
| 1Y | +81.0% | -5.1% | +86.0% | +76.7% |
| 3Y | +79.9% | +11.2% | +68.7% | +58.5% |
| 5Y | +207.9% | -47.0% | +254.8% | +204.7% |
| All | +221.1% | +23.7% | +197.5% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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