+1,250.4%
VUG vs TECK
+1,165.8%
+84.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -0.3% | +4.6% | -4.9% | -1.2% |
| 3M | -0.7% | +2.8% | -3.5% | -1.5% |
| 6M | +14.6% | +24.9% | -10.3% | +9.4% |
| YTD | +9.0% | +44.7% | -35.7% | +1.1% |
| 1Y | +14.9% | +112.0% | -97.1% | -0.8% |
| 3Y | +86.0% | +67.6% | +18.5% | +64.2% |
| 5Y | +76.7% | +200.3% | -123.7% | +36.8% |
| 10Y | +411.3% | +358.2% | +53.1% | +232.8% |
| All | +1,250.4% | +1,165.8% | +84.7% | +546.4% |
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