+2,486.9%
VRT vs TECK
+198.1%
+2,288.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -8.4% | -3.8% | -4.5% | -6.9% |
| 30D | -10.9% | +0.7% | -11.6% | -11.1% |
| 3M | -13.7% | +4.6% | -18.3% | -15.3% |
| 6M | -4.1% | +25.1% | -29.2% | -11.8% |
| YTD | +58.7% | +39.2% | +19.6% | +40.7% |
| 1Y | +89.6% | +60.3% | +29.3% | +59.8% |
| 3Y | +558.1% | +62.9% | +495.2% | +445.0% |
| 5Y | +953.0% | +181.5% | +771.5% | +627.6% |
| All | +2,486.9% | +198.1% | +2,288.7% | +1,064.3% |
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