+349.0%
TECK vs VCLT
+17.1%
+331.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.8% | -1.4% | -2.5% | -3.2% |
| 30D | +0.7% | -1.2% | +1.9% | +1.4% |
| 3M | +4.6% | -4.8% | +9.4% | +7.1% |
| 6M | +25.1% | -2.6% | +27.7% | +27.1% |
| YTD | +39.2% | -3.3% | +42.5% | +41.9% |
| 1Y | +60.3% | -4.8% | +65.1% | +64.6% |
| 3Y | +62.9% | +11.5% | +51.4% | +56.9% |
| 5Y | +181.5% | -17.0% | +198.4% | +199.9% |
| All | +349.0% | +17.1% | +331.9% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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