-69.4%
VFC vs TECK
+405.7%
-475.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | -2.3% | +4.9% | -7.2% | -3.8% |
| 30D | -13.4% | +5.2% | -18.5% | -14.8% |
| 3M | -23.7% | +13.8% | -37.5% | -27.1% |
| 6M | -24.5% | +38.5% | -62.9% | -32.4% |
| YTD | -27.8% | +47.3% | -75.2% | -36.8% |
| 1Y | -13.5% | +81.0% | -94.4% | -29.0% |
| 3Y | -27.1% | +79.9% | -107.0% | -41.0% |
| 5Y | -79.0% | +207.9% | -286.9% | -85.8% |
| All | -69.4% | +405.7% | -475.1% | -82.7% |
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