-25.5%
VFC vs TECK
+85.2%
-110.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -3.7% |
| 7D | +0.8% | +7.8% | -6.9% | -2.5% |
| 30D | -11.9% | +8.3% | -20.2% | -15.2% |
| 3M | -20.2% | +16.1% | -36.2% | -26.1% |
| 6M | -23.0% | +42.9% | -65.8% | -36.6% |
| YTD | -26.2% | +50.8% | -77.0% | -41.4% |
| 1Y | -13.3% | +106.1% | -119.4% | -42.6% |
| 3Y | -25.5% | +84.0% | -109.5% | -51.0% |
| All | -25.5% | +85.2% | -110.7% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling