+87.8%
TECK vs VLTO
+26.2%
+61.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +7.8% | -1.6% | +9.3% | +8.3% |
| 30D | +8.3% | -2.9% | +11.1% | +9.3% |
| 3M | +16.1% | +12.7% | +3.4% | +9.8% |
| 6M | +42.9% | +1.6% | +41.3% | +41.4% |
| YTD | +50.8% | -4.0% | +54.7% | +52.8% |
| 1Y | +106.1% | -10.2% | +116.2% | +115.4% |
| All | +87.8% | +26.2% | +61.7% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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