+2,212.2%
TECK vs VICR
+3,080.5%
-868.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -0.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | +5.2% | -11.9% | +17.1% | +8.0% |
| 3M | +13.8% | -35.1% | +48.9% | +24.5% |
| 6M | +38.5% | +8.1% | +30.4% | +26.9% |
| YTD | +47.3% | +67.8% | -20.4% | +17.9% |
| 1Y | +81.0% | +267.3% | -186.3% | +12.7% |
| 3Y | +79.9% | +191.2% | -111.3% | +8.0% |
| 5Y | +207.9% | +48.1% | +159.8% | +91.1% |
| 10Y | +389.5% | +1,546.1% | -1,156.6% | +16.3% |
| All | +2,212.2% | +3,080.5% | -868.3% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling