+86.4%
META vs VALE
+35.2%
+51.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +5.2% | -3.2% | +8.4% | +5.9% |
| 30D | -13.0% | -15.1% | +2.1% | -10.1% |
| 3M | +7.9% | -18.7% | +26.6% | +12.3% |
| 6M | +4.2% | -31.5% | +35.7% | +12.2% |
| YTD | -2.5% | -11.4% | +8.9% | -1.3% |
| 1Y | +5.6% | -1.9% | +7.4% | +4.4% |
| 3Y | +96.8% | +1.7% | +95.1% | +89.0% |
| All | +86.4% | +35.2% | +51.2% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling