+1,216.9%
VST vs TECK
+348.2%
+868.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -2.7% | +2.8% | -5.6% | -3.9% |
| 6M | -8.4% | +24.9% | -33.3% | -14.1% |
| YTD | -7.2% | +44.7% | -51.9% | -16.2% |
| 1Y | -20.9% | +112.0% | -132.9% | -35.0% |
| 3Y | +384.0% | +67.6% | +316.4% | +316.0% |
| 5Y | +757.1% | +200.3% | +556.7% | +524.0% |
| All | +1,216.9% | +348.2% | +868.7% | +609.0% |
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