+2.7%
META vs VALE
-1.6%
+4.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +3.1% | -1.5% | +4.5% | +3.3% |
| 30D | -18.2% | -15.6% | -2.6% | -16.4% |
| 3M | +7.8% | -19.5% | +27.4% | +10.4% |
| 6M | +3.6% | -31.9% | +35.5% | +9.2% |
| YTD | -5.3% | -11.0% | +5.7% | -1.6% |
| 1Y | +2.7% | -2.1% | +4.9% | +6.8% |
| All | +2.7% | -1.6% | +4.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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