+2,723.0%
VRT vs TECK
+210.1%
+2,513.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.2% |
| 7D | +9.1% | -0.3% | +9.5% | +9.3% |
| 30D | +0.9% | +4.6% | -3.7% | -0.9% |
| 3M | -13.4% | +2.8% | -16.2% | -14.5% |
| 6M | +11.7% | +24.9% | -13.2% | +2.6% |
| YTD | +73.2% | +44.7% | +28.5% | +51.1% |
| 1Y | +123.4% | +112.0% | +11.4% | +70.4% |
| 3Y | +606.2% | +67.6% | +538.6% | +477.2% |
| 5Y | +899.9% | +200.3% | +699.5% | +575.6% |
| All | +2,723.0% | +210.1% | +2,513.0% | +1,150.7% |
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 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