-13.5%
VFC vs TECK
+74.0%
-87.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -2.3% | +4.9% | -7.2% | -3.7% |
| 30D | -13.4% | +5.2% | -18.5% | -14.7% |
| 3M | -23.7% | +13.8% | -37.5% | -26.9% |
| 6M | -24.5% | +38.5% | -62.9% | -33.4% |
| YTD | -27.8% | +47.3% | -75.2% | -37.1% |
| 1Y | -13.5% | +81.0% | -94.4% | -28.7% |
| All | -13.5% | +74.0% | -87.4% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling