+164.5%
TECK vs VCLT
+102.9%
+61.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +5.2% | +0.1% | +5.1% | +5.2% |
| 3M | +13.8% | -2.9% | +16.7% | +14.3% |
| 6M | +38.5% | -4.0% | +42.4% | +39.3% |
| YTD | +47.3% | -2.2% | +49.6% | +47.9% |
| 1Y | +81.0% | -2.6% | +83.6% | +81.8% |
| 3Y | +79.9% | +12.3% | +67.6% | +79.2% |
| 5Y | +207.9% | -16.4% | +224.2% | +199.2% |
| 10Y | +389.5% | +18.1% | +371.4% | +428.9% |
| All | +164.5% | +102.9% | +61.6% | +392.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling