+81.9%
META vs VALE
+49.7%
+32.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.8% | +1.8% | -2.5% | -1.2% |
| 30D | -15.4% | -14.8% | -0.6% | -12.7% |
| 3M | +3.5% | -19.0% | +22.5% | +7.7% |
| 6M | -0.3% | -27.7% | +27.4% | +6.0% |
| YTD | -7.3% | -8.5% | +1.2% | -6.8% |
| 1Y | -1.1% | +2.6% | -3.7% | -3.1% |
| 3Y | +95.1% | +4.0% | +91.0% | +86.5% |
| All | +81.9% | +49.7% | +32.2% | +57.6% |
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