+325.3%
VWO vs TECK
+429.3%
-104.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | +0.2% | +4.9% | -4.7% | -1.2% |
| 30D | +0.9% | +5.2% | -4.3% | -0.6% |
| 3M | +4.3% | +13.8% | -9.5% | -0.1% |
| 6M | +10.5% | +38.5% | -27.9% | -0.2% |
| YTD | +13.4% | +47.3% | -34.0% | 0.0% |
| 1Y | +18.6% | +81.0% | -62.4% | -1.8% |
| 3Y | +65.8% | +79.9% | -14.1% | +32.4% |
| 5Y | +35.2% | +207.9% | -172.7% | -12.7% |
| 10Y | +116.6% | +389.5% | -272.9% | +2.8% |
| All | +325.3% | +429.3% | -104.0% | +35.6% |
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