+804.7%
FN vs TECK
+218.8%
+585.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.5% |
| 7D | +8.0% | -1.2% | +9.2% | +8.9% |
| 30D | -19.1% | -5.7% | -13.4% | -17.2% |
| 3M | -29.8% | -3.6% | -26.2% | -28.8% |
| 6M | -43.2% | -2.2% | -41.0% | -42.6% |
| YTD | -18.9% | +33.6% | -52.5% | -25.9% |
| 1Y | -17.9% | +49.0% | -66.8% | -27.3% |
| 3Y | +120.1% | +85.4% | +34.7% | +80.5% |
| 5Y | +206.7% | +138.5% | +68.2% | +120.7% |
| 10Y | +804.7% | +218.0% | +586.7% | +411.8% |
| All | +804.7% | +218.8% | +585.8% | +411.8% |
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