+183.8%
VXUS vs TECK
+53.3%
+130.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.0% | -0.3% | +1.4% | +1.1% |
| 30D | +2.2% | +4.6% | -2.4% | +1.2% |
| 3M | +3.0% | +2.8% | +0.1% | +2.0% |
| 6M | +10.7% | +24.9% | -14.2% | +5.1% |
| YTD | +17.8% | +44.7% | -26.9% | +8.3% |
| 1Y | +27.6% | +112.0% | -84.4% | +8.0% |
| 3Y | +73.3% | +67.6% | +5.7% | +50.2% |
| 5Y | +54.3% | +200.3% | -146.0% | +14.9% |
| 10Y | +149.8% | +358.2% | -208.4% | +52.2% |
| All | +183.8% | +53.3% | +130.5% | +124.1% |
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