+4.1%
VCIT vs TECK
+130.0%
-125.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +0.6% | -7.1% | +7.7% | +0.7% |
| 3M | -2.2% | -5.5% | +3.2% | -2.1% |
| 6M | -2.3% | -9.7% | +7.4% | -2.2% |
| YTD | -2.2% | +26.3% | -28.4% | -2.9% |
| 1Y | -1.4% | +44.4% | -45.7% | -2.4% |
| 3Y | +18.7% | +70.1% | -51.3% | +16.6% |
| All | +4.1% | +130.0% | -125.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling