-18.9%
VST vs TECK
+104.7%
-123.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +0.2% |
| 7D | +9.9% | +7.8% | +2.1% | +7.0% |
| 30D | +7.9% | +8.3% | -0.4% | +4.8% |
| 3M | +3.4% | +16.1% | -12.6% | -2.7% |
| 6M | -4.1% | +42.9% | -47.0% | -18.0% |
| YTD | -5.7% | +50.8% | -56.5% | -21.3% |
| 1Y | -18.9% | +106.1% | -125.0% | -36.7% |
| All | -18.9% | +104.7% | -123.6% | -36.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling