+150.1%
VXUS vs TECK
+372.8%
-222.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +0.3% | +4.9% | -4.6% | -0.7% |
| 30D | +0.7% | +5.2% | -4.5% | -0.5% |
| 3M | +4.8% | +13.8% | -9.0% | +1.6% |
| 6M | +11.3% | +38.5% | -27.2% | +3.3% |
| YTD | +16.5% | +47.3% | -30.8% | +6.4% |
| 1Y | +24.3% | +81.0% | -56.7% | +8.4% |
| 3Y | +74.5% | +79.9% | -5.4% | +48.5% |
| 5Y | +54.3% | +207.9% | -153.5% | +13.7% |
| 10Y | +150.1% | +389.5% | -239.4% | +54.5% |
| All | +150.1% | +372.8% | -222.7% | +54.5% |
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