+149.7%
XBI vs TECK
+377.7%
-228.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.6% | -3.8% | -0.8% | -3.9% |
| 30D | -2.0% | +0.7% | -2.7% | -2.2% |
| 3M | +17.8% | +4.6% | +13.2% | +16.2% |
| 6M | +23.7% | +25.1% | -1.4% | +17.0% |
| YTD | +28.2% | +39.2% | -10.9% | +18.1% |
| 1Y | +64.0% | +60.3% | +3.6% | +46.0% |
| 3Y | +99.4% | +62.9% | +36.5% | +72.0% |
| 5Y | +19.3% | +181.5% | -162.1% | -11.1% |
| All | +149.7% | +377.7% | -228.0% | +53.4% |
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