+375.4%
TECK vs VO
+200.7%
+174.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.2% |
| 7D | +4.9% | -0.6% | +5.5% | +5.7% |
| 30D | +5.2% | -1.9% | +7.1% | +7.9% |
| 3M | +13.8% | +3.3% | +10.5% | +9.4% |
| 6M | +38.5% | +9.7% | +28.8% | +23.9% |
| YTD | +47.3% | +12.6% | +34.7% | +27.8% |
| 1Y | +81.0% | +13.6% | +67.3% | +55.3% |
| 3Y | +79.9% | +56.8% | +23.1% | +3.4% |
| 5Y | +207.9% | +42.3% | +165.6% | +99.1% |
| All | +375.4% | +200.7% | +174.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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