+349.0%
TECK vs VIG
+250.0%
+99.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.2% |
| 7D | -3.8% | -1.1% | -2.8% | -2.4% |
| 30D | +0.7% | -2.7% | +3.5% | +4.8% |
| 3M | +4.6% | +2.5% | +2.1% | +1.3% |
| 6M | +25.1% | +9.2% | +15.9% | +11.8% |
| YTD | +39.2% | +9.8% | +29.3% | +23.7% |
| 1Y | +60.3% | +12.4% | +47.9% | +38.4% |
| 3Y | +62.9% | +55.9% | +7.0% | -8.1% |
| 5Y | +181.5% | +63.9% | +117.5% | +48.3% |
| All | +349.0% | +250.0% | +99.0% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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