-100.0%
VIVK vs TECK
+291.0%
-391.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.3% | -4.1% | -6.1% |
| 7D | -7.9% | +4.9% | -12.8% | -8.3% |
| 30D | -42.0% | +5.2% | -47.1% | -42.2% |
| 3M | -92.5% | +13.8% | -106.3% | -92.6% |
| 6M | -98.0% | +38.5% | -136.5% | -98.1% |
| YTD | -97.9% | +47.3% | -145.2% | -98.0% |
| 1Y | -100.0% | +81.0% | -181.0% | -100.0% |
| 3Y | -100.0% | +79.9% | -179.8% | -100.0% |
| 5Y | -100.0% | +207.9% | -307.9% | -100.0% |
| 10Y | -100.0% | +389.5% | -489.5% | -100.0% |
| All | -100.0% | +291.0% | -391.0% | -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 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