+349.0%
TECK vs FCUV
-98.6%
+447.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | +0.8% |
| 7D | -3.8% | -66.5% | +62.6% | -3.9% |
| 30D | +0.7% | +5.0% | -4.2% | +0.7% |
| 3M | +4.6% | +63.8% | -59.2% | +4.6% |
| 6M | +25.1% | -67.8% | +92.9% | +25.5% |
| YTD | +39.2% | -82.4% | +121.6% | +39.8% |
| 1Y | +60.3% | -94.7% | +155.1% | +61.4% |
| 3Y | +62.9% | -99.3% | +162.2% | +63.9% |
| 5Y | +181.5% | -99.9% | +281.3% | +183.2% |
| All | +349.0% | -98.6% | +447.6% | +347.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling