-69.9%
VFC vs TECK
+373.8%
-443.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.8% | +0.3% |
| 7D | -3.3% | -4.2% | +1.0% | -2.1% |
| 30D | -14.0% | -0.4% | -13.7% | -14.1% |
| 3M | -22.6% | +10.1% | -32.7% | -25.3% |
| 6M | -24.7% | +26.0% | -50.7% | -30.7% |
| YTD | -29.0% | +38.0% | -67.0% | -36.6% |
| 1Y | -13.8% | +63.8% | -77.6% | -27.2% |
| 3Y | -28.2% | +68.5% | -96.8% | -40.8% |
| 5Y | -79.0% | +179.2% | -258.2% | -85.4% |
| All | -69.9% | +373.8% | -443.7% | -82.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling