+2,260.0%
VGT vs TECK
+1,188.5%
+1,071.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.3% |
| 7D | +1.5% | +4.9% | -3.4% | +0.6% |
| 30D | +0.5% | +5.2% | -4.7% | -0.5% |
| 3M | +5.3% | +13.8% | -8.5% | +2.5% |
| 6M | +32.4% | +38.5% | -6.1% | +24.0% |
| YTD | +28.6% | +47.3% | -18.8% | +18.6% |
| 1Y | +37.6% | +81.0% | -43.4% | +21.9% |
| 3Y | +125.5% | +79.9% | +45.6% | +96.3% |
| 5Y | +135.2% | +207.9% | -72.7% | +80.2% |
| 10Y | +812.9% | +389.5% | +423.4% | +483.3% |
| All | +2,260.0% | +1,188.5% | +1,071.5% | +974.4% |
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