+3.8%
VCIT vs TECK
+200.8%
-197.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -0.9% |
| 3M | -1.0% | +2.8% | -3.9% | -1.1% |
| 6M | -1.8% | +24.9% | -26.7% | -2.5% |
| YTD | -0.7% | +44.7% | -45.4% | -1.7% |
| 1Y | +1.0% | +112.0% | -111.0% | -0.8% |
| 3Y | +18.8% | +67.6% | -48.7% | +16.8% |
| All | +3.8% | +200.8% | -197.0% | +2.6% |
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