+57.5%
TECK vs VICR
+76.0%
-18.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -11.1% | +15.4% | +6.6% |
| 7D | +2.3% | -26.6% | +28.8% | +8.8% |
| 30D | -5.0% | -47.9% | +42.9% | +8.2% |
| 3M | -0.3% | -29.8% | +29.5% | +4.3% |
| 6M | +13.9% | -36.6% | +50.5% | +17.0% |
| YTD | +35.2% | +45.1% | -9.9% | +5.2% |
| 1Y | +57.5% | +80.0% | -22.5% | +10.4% |
| All | +57.5% | +76.0% | -18.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling