+644.6%
VRT vs TECK
+85.2%
+559.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +1.3% |
| 7D | +13.6% | +7.8% | +5.9% | +9.0% |
| 30D | +6.8% | +8.3% | -1.5% | +1.8% |
| 3M | -3.2% | +16.1% | -19.3% | -11.7% |
| 6M | +20.3% | +42.9% | -22.5% | -2.7% |
| YTD | +79.6% | +50.8% | +28.8% | +40.7% |
| 1Y | +139.0% | +106.1% | +32.9% | +56.7% |
| 3Y | +644.6% | +84.0% | +560.6% | +432.7% |
| All | +644.6% | +85.2% | +559.4% | +432.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling