-48.6%
VFC vs TECK
+198.5%
-247.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +3.7% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | +25.5% | -7.1% | +32.6% | +28.0% |
| 3M | +41.3% | -5.5% | +46.8% | +42.8% |
| 6M | +22.2% | -9.7% | +31.9% | +24.1% |
| YTD | +16.4% | +26.3% | -9.8% | +5.9% |
| 1Y | +38.4% | +44.4% | -6.0% | +20.9% |
| 3Y | +56.2% | +70.1% | -13.8% | +28.2% |
| 5Y | -68.2% | +125.8% | -193.9% | -76.8% |
| All | -48.6% | +198.5% | -247.1% | -71.1% |
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