-100.0%
VIVK vs TECK
+59.3%
-159.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.3% | -31.7% | -28.3% |
| 7D | -68.7% | +2.3% | -70.9% | -68.6% |
| 30D | -90.0% | -5.0% | -85.0% | -89.8% |
| 3M | -98.1% | -0.3% | -97.8% | -98.0% |
| 6M | -99.9% | +13.9% | -113.8% | -99.9% |
| YTD | -99.9% | +35.2% | -135.1% | -99.9% |
| 1Y | -100.0% | +57.5% | -157.5% | -100.0% |
| All | -100.0% | +59.3% | -159.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling