+349.0%
TECK vs VSAT
+3.3%
+345.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.8% | -1.3% | -2.5% | -3.6% |
| 30D | +0.7% | -14.8% | +15.6% | +4.2% |
| 3M | +4.6% | +2.2% | +2.4% | +2.3% |
| 6M | +25.1% | +60.2% | -35.1% | +8.9% |
| YTD | +39.2% | +115.6% | -76.5% | +12.1% |
| 1Y | +60.3% | +132.9% | -72.5% | +24.9% |
| 3Y | +62.9% | +216.1% | -153.2% | -0.1% |
| 5Y | +181.5% | +52.9% | +128.5% | +92.9% |
| All | +349.0% | +3.3% | +345.7% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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