+55.4%
VXUS vs TECK
+207.5%
-152.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.3% |
| 7D | +1.6% | +7.8% | -6.2% | -0.1% |
| 30D | +1.0% | +8.3% | -7.3% | -0.9% |
| 3M | +5.7% | +16.1% | -10.4% | +1.8% |
| 6M | +13.6% | +42.9% | -29.3% | +4.3% |
| YTD | +17.4% | +50.8% | -33.4% | +6.2% |
| 1Y | +25.1% | +106.1% | -81.0% | +5.3% |
| 3Y | +75.8% | +84.0% | -8.2% | +47.7% |
| 5Y | +55.4% | +223.5% | -168.1% | +15.4% |
| All | +55.4% | +207.5% | -152.1% | +15.4% |
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 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