+1,527.5%
META vs VALE
+112.8%
+1,414.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +6.7% | +1.6% | +5.1% | +6.4% |
| 30D | +4.8% | +5.1% | -0.4% | +3.8% |
| 3M | -1.6% | -0.4% | -1.2% | -1.8% |
| 6M | -7.5% | -2.2% | -5.3% | -7.5% |
| YTD | -6.4% | +20.5% | -26.9% | -9.8% |
| 1Y | -17.3% | +61.2% | -78.5% | -24.2% |
| 3Y | +109.9% | +43.1% | +66.8% | +94.3% |
| 5Y | +65.4% | +34.0% | +31.4% | +51.4% |
| 10Y | +391.8% | +469.7% | -77.9% | +266.1% |
| All | +1,527.5% | +112.8% | +1,414.7% | +1,191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling