+213.7%
VT vs TECK
+212.7%
+0.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -5.0% | -7.5% | +2.6% | -3.6% |
| 3M | -4.9% | -8.4% | +3.6% | -3.5% |
| 6M | -1.5% | -2.2% | +0.7% | -1.9% |
| YTD | +8.5% | +26.8% | -18.3% | +1.9% |
| 1Y | +11.4% | +46.5% | -35.1% | +1.5% |
| 3Y | +70.1% | +69.0% | +1.0% | +46.8% |
| 5Y | +53.7% | +138.8% | -85.0% | +19.4% |
| All | +213.7% | +212.7% | +0.9% | +100.3% |
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