+215.5%
TECK vs ESTC
+31.2%
+184.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.3% |
| 7D | -0.3% | -8.1% | +7.8% | +1.3% |
| 30D | +4.6% | +31.7% | -27.1% | -2.0% |
| 3M | +2.8% | +41.1% | -38.2% | -5.4% |
| 6M | +24.9% | +77.1% | -52.2% | +8.3% |
| YTD | +44.7% | +21.7% | +23.0% | +35.1% |
| 1Y | +112.0% | +8.4% | +103.6% | +101.1% |
| 3Y | +67.6% | +23.6% | +44.0% | +44.2% |
| 5Y | +200.3% | -46.5% | +246.8% | +198.7% |
| All | +215.5% | +31.2% | +184.3% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling