+98.0%
VCIT vs TECK
+155.9%
-57.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -1.0% | +2.8% | -3.9% | -1.0% |
| 6M | -1.8% | +24.9% | -26.7% | -2.0% |
| YTD | -0.7% | +44.7% | -45.4% | -1.0% |
| 1Y | +1.0% | +112.0% | -111.0% | +0.5% |
| 3Y | +18.8% | +67.6% | -48.7% | +18.3% |
| 5Y | +3.5% | +200.3% | -196.9% | +2.8% |
| 10Y | +29.2% | +358.2% | -329.0% | +27.9% |
| All | +98.0% | +155.9% | -57.9% | +96.8% |
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