+926.8%
XBI vs TECK
+206.0%
+720.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -3.6% | +4.9% | -8.5% | -4.5% |
| 30D | +0.9% | +5.2% | -4.3% | -0.1% |
| 3M | +21.4% | +13.8% | +7.6% | +18.2% |
| 6M | +25.5% | +38.5% | -13.0% | +17.5% |
| YTD | +30.8% | +47.3% | -16.5% | +20.7% |
| 1Y | +68.6% | +81.0% | -12.4% | +49.4% |
| 3Y | +103.9% | +79.9% | +24.1% | +77.0% |
| 5Y | +20.8% | +207.9% | -187.1% | -7.5% |
| 10Y | +164.0% | +389.5% | -225.5% | +70.0% |
| All | +926.8% | +206.0% | +720.8% | +437.9% |
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