-46.6%
VG vs TECK
+46.5%
-93.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.3% |
| 7D | +5.5% | -1.2% | +6.7% | +5.6% |
| 30D | -3.6% | -5.7% | +2.2% | -2.9% |
| 3M | -4.0% | -3.6% | -0.4% | -4.0% |
| 6M | +9.4% | -2.2% | +11.6% | +8.4% |
| YTD | +86.6% | +33.6% | +53.1% | +57.2% |
| 1Y | +69.5% | +49.0% | +20.5% | +33.9% |
| All | -46.6% | +46.5% | -93.1% | -58.7% |
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