-100.0%
VIVK vs TECK
+180.1%
-280.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.7% |
| 7D | -4.4% | -3.8% | -0.5% | -3.2% |
| 30D | -40.8% | +0.7% | -41.6% | -41.1% |
| 3M | -94.1% | +4.6% | -98.8% | -94.3% |
| 6M | -98.2% | +25.1% | -123.3% | -98.3% |
| YTD | -98.0% | +39.2% | -137.2% | -98.3% |
| 1Y | -100.0% | +60.3% | -160.3% | -100.0% |
| 3Y | -100.0% | +62.9% | -162.9% | -100.0% |
| All | -100.0% | +180.1% | -280.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling