+800.0%
VGT vs TECK
+377.7%
+422.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.2% | -3.8% | +3.7% | +0.6% |
| 30D | -0.4% | +0.7% | -1.2% | -0.8% |
| 3M | +4.4% | +4.6% | -0.2% | +3.0% |
| 6M | +32.1% | +25.1% | +6.9% | +24.8% |
| YTD | +28.8% | +39.2% | -10.4% | +18.4% |
| 1Y | +35.3% | +60.3% | -25.0% | +20.3% |
| 3Y | +124.8% | +62.9% | +61.9% | +94.4% |
| 5Y | +137.9% | +181.5% | -43.5% | +77.5% |
| All | +800.0% | +377.7% | +422.3% | +455.9% |
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