+1,205.2%
VST vs TECK
+221.5%
+983.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.0% | +0.3% | +5.6% |
| 7D | -0.5% | +3.1% | -3.6% | -1.4% |
| 30D | -17.1% | -5.0% | -12.1% | -16.1% |
| 3M | -4.6% | -2.6% | -2.0% | -4.3% |
| 6M | -9.1% | 0.0% | -9.0% | -9.8% |
| YTD | -16.6% | +35.6% | -52.3% | -23.7% |
| 1Y | -29.5% | +58.1% | -87.6% | -37.9% |
| 3Y | +297.5% | +93.3% | +204.2% | +233.9% |
| 5Y | +654.5% | +153.7% | +500.8% | +471.9% |
| 10Y | +1,205.2% | +226.7% | +978.5% | +681.5% |
| All | +1,205.2% | +221.5% | +983.7% | +681.5% |
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