+110.4%
FE vs TECK
+405.7%
-295.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.4% |
| 7D | -0.2% | +4.9% | -5.0% | -0.5% |
| 30D | -1.2% | +5.2% | -6.4% | -1.6% |
| 3M | +1.7% | +13.8% | -12.1% | +0.5% |
| 6M | -7.5% | +38.5% | -46.0% | -10.2% |
| YTD | +6.3% | +47.3% | -41.0% | +2.5% |
| 1Y | +10.9% | +81.0% | -70.1% | +5.0% |
| 3Y | +46.9% | +79.9% | -32.9% | +37.1% |
| 5Y | +47.6% | +207.9% | -160.3% | +28.1% |
| All | +110.4% | +405.7% | -295.4% | +53.7% |
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