+30.6%
VCIT vs TECK
+221.5%
-190.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -0.1% |
| 7D | +0.7% | +3.1% | -2.3% | +0.7% |
| 30D | +1.8% | -5.0% | +6.8% | +1.9% |
| 3M | -1.6% | -2.6% | +1.0% | -1.5% |
| 6M | -2.1% | 0.0% | -2.1% | -2.2% |
| YTD | -1.6% | +35.6% | -37.2% | -2.2% |
| 1Y | -0.8% | +58.1% | -58.9% | -1.7% |
| 3Y | +19.9% | +93.3% | -73.4% | +18.3% |
| 5Y | +3.3% | +153.7% | -150.4% | +1.4% |
| 10Y | +30.6% | +226.7% | -196.1% | +24.9% |
| All | +30.6% | +221.5% | -190.9% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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