+96.1%
VCIT vs TECK
+124.2%
-28.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +1.9% | -7.5% | +9.5% | +2.0% |
| 3M | -1.4% | -8.4% | +7.0% | -1.4% |
| 6M | -2.1% | -2.2% | +0.1% | -2.1% |
| YTD | -1.6% | +26.8% | -28.5% | -1.8% |
| 1Y | -0.9% | +46.5% | -47.4% | -1.2% |
| 3Y | +20.0% | +69.0% | -49.0% | +19.5% |
| 5Y | +3.1% | +138.8% | -135.6% | +2.6% |
| 10Y | +28.7% | +224.3% | -195.6% | +27.4% |
| All | +96.1% | +124.2% | -28.1% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling