+369.3%
FE vs TECK
+1,890.1%
-1,520.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +4.1% | -7.5% | +11.7% | +4.9% |
| 3M | -1.0% | -8.4% | +7.4% | -0.3% |
| 6M | +4.0% | -2.2% | +6.2% | +3.5% |
| YTD | +6.8% | +26.8% | -20.0% | +2.8% |
| 1Y | +5.3% | +46.5% | -41.2% | -0.4% |
| 3Y | +44.6% | +69.0% | -24.4% | +31.9% |
| 5Y | +44.2% | +138.8% | -94.6% | +23.0% |
| 10Y | +107.3% | +224.3% | -117.1% | +57.0% |
| All | +369.3% | +1,890.1% | -1,520.8% | +185.7% |
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 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