+349.0%
TECK vs VICR
+1,679.8%
-1,330.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -1.5% |
| 7D | -3.8% | +5.0% | -8.8% | -4.9% |
| 30D | +0.7% | -12.5% | +13.2% | +2.9% |
| 3M | +4.6% | -33.6% | +38.2% | +11.4% |
| 6M | +25.1% | +10.7% | +14.4% | +17.0% |
| YTD | +39.2% | +80.6% | -41.4% | +16.7% |
| 1Y | +60.3% | +288.4% | -228.0% | +12.5% |
| 3Y | +62.9% | +213.8% | -150.9% | +11.5% |
| 5Y | +181.5% | +58.8% | +122.6% | +102.2% |
| All | +349.0% | +1,679.8% | -1,330.7% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling