+645.9%
VST vs TECK
+131.7%
+514.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +2.0% |
| 7D | +19.2% | +2.1% | +17.0% | +18.5% |
| 30D | -17.2% | -8.9% | -8.3% | -14.9% |
| 3M | -8.1% | -7.1% | -1.1% | -6.5% |
| 6M | -8.1% | -7.0% | -1.1% | -7.2% |
| YTD | -16.3% | +28.3% | -44.6% | -23.6% |
| 1Y | -24.1% | +40.6% | -64.7% | -32.7% |
| 3Y | +300.2% | +78.2% | +222.0% | +236.1% |
| 5Y | +645.9% | +129.5% | +516.4% | +492.5% |
| All | +645.9% | +131.7% | +514.2% | +492.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling