-69.2%
VFC vs TECK
+131.7%
-200.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -1.6% |
| 7D | -1.4% | +2.1% | -3.6% | -2.2% |
| 30D | +24.6% | -8.9% | +33.5% | +28.3% |
| 3M | +38.4% | -7.1% | +45.5% | +40.9% |
| 6M | +15.3% | -7.0% | +22.3% | +16.0% |
| YTD | +12.7% | +28.3% | -15.6% | -0.1% |
| 1Y | +32.7% | +40.6% | -7.9% | +13.6% |
| 3Y | +43.7% | +78.2% | -34.5% | +11.2% |
| 5Y | -69.2% | +129.5% | -198.7% | -78.9% |
| All | -69.2% | +131.7% | -200.9% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling