-20.9%
VST vs TECK
+108.8%
-129.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.9% | -0.3% | +9.3% | +9.0% |
| 30D | +6.2% | +4.6% | +1.6% | +4.4% |
| 3M | -2.7% | +2.8% | -5.6% | -4.4% |
| 6M | -8.4% | +24.9% | -33.3% | -17.4% |
| YTD | -7.2% | +44.7% | -51.9% | -21.0% |
| 1Y | -20.9% | +112.0% | -132.9% | -36.9% |
| All | -20.9% | +108.8% | -129.7% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling