+416.6%
TECK vs FCUV
-95.9%
+512.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.8% | -2.3% |
| 7D | +4.9% | -63.8% | +68.6% | +4.8% |
| 30D | +5.2% | -14.7% | +19.9% | +5.3% |
| 3M | +13.8% | +65.3% | -51.5% | +14.8% |
| 6M | +38.5% | -68.5% | +107.0% | +39.8% |
| YTD | +47.3% | -83.0% | +130.4% | +48.7% |
| 1Y | +81.0% | -94.4% | +175.4% | +82.7% |
| 3Y | +79.9% | -99.3% | +179.1% | +81.5% |
| 5Y | +207.9% | -99.9% | +307.7% | +209.9% |
| 10Y | +389.5% | -98.6% | +488.1% | +425.9% |
| All | +416.6% | -95.9% | +512.4% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling