+112.0%
TECK vs FCUV
-81.1%
+193.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -13.7% | +14.1% | +0.3% |
| 7D | -0.3% | +62.8% | -63.2% | 0.0% |
| 30D | +4.6% | +66.5% | -61.9% | +5.1% |
| 3M | +2.8% | +459.9% | -457.1% | +7.5% |
| 6M | +24.9% | -12.4% | +37.3% | +36.9% |
| YTD | +44.7% | -47.5% | +92.3% | +62.4% |
| 1Y | +112.0% | -80.5% | +192.5% | +148.0% |
| All | +112.0% | -81.1% | +193.1% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling