+120.9%
FE vs TECK
+211.9%
-91.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.8% | -0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +4.3% | -7.6% | +12.0% | +4.8% |
| 3M | +0.4% | -5.9% | +6.3% | +0.6% |
| 6M | +6.9% | -2.8% | +9.8% | +6.7% |
| YTD | +8.0% | +31.8% | -23.8% | +4.9% |
| 1Y | +4.8% | +49.1% | -44.3% | +0.8% |
| 3Y | +49.0% | +83.0% | -34.1% | +38.6% |
| 5Y | +46.2% | +150.6% | -104.4% | +29.3% |
| 10Y | +120.9% | +219.0% | -98.1% | +69.1% |
| All | +120.9% | +211.9% | -91.1% | +69.1% |
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 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