+39.4%
TECK vs VIK
+221.3%
-181.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.7% |
| 7D | -4.2% | -1.8% | -2.4% | -3.4% |
| 30D | -0.4% | -17.3% | +16.9% | +8.1% |
| 3M | +10.1% | -5.1% | +15.2% | +11.7% |
| 6M | +26.0% | +16.2% | +9.8% | +15.3% |
| YTD | +38.0% | +17.6% | +20.4% | +25.1% |
| 1Y | +63.8% | +33.5% | +30.3% | +39.2% |
| All | +39.4% | +221.3% | -181.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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