+76.0%
VUG vs TECK
+213.6%
-137.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +0.1% | +4.9% | -4.8% | -0.9% |
| 30D | -1.7% | +5.2% | -6.9% | -2.8% |
| 3M | +2.8% | +13.8% | -11.0% | -0.4% |
| 6M | +13.6% | +38.5% | -24.9% | +5.2% |
| YTD | +8.1% | +47.3% | -39.3% | -1.8% |
| 1Y | +13.1% | +81.0% | -67.9% | -2.0% |
| 3Y | +87.0% | +79.9% | +7.1% | +57.7% |
| 5Y | +76.0% | +207.9% | -131.9% | +35.8% |
| All | +76.0% | +213.6% | -137.7% | +35.8% |
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