+1,002.6%
VST vs TECK
+292.7%
+709.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.6% | +10.3% |
| 7D | -9.8% | -0.2% | -9.6% | -9.9% |
| 30D | -25.1% | -7.5% | -17.6% | -23.7% |
| 3M | -11.6% | -8.4% | -3.1% | -10.0% |
| 6M | -20.9% | -2.2% | -18.7% | -21.2% |
| YTD | -22.3% | +26.8% | -49.1% | -27.7% |
| 1Y | -32.0% | +46.5% | -78.5% | -39.0% |
| 3Y | +262.4% | +69.0% | +193.4% | +213.4% |
| 5Y | +563.4% | +138.8% | +424.6% | +410.2% |
| 10Y | +1,120.7% | +224.3% | +896.4% | +612.9% |
| All | +1,002.6% | +292.7% | +709.9% | +511.6% |
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