+85.4%
FROG vs ITUB
+9.0%
+76.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.7% |
| 7D | -14.1% | -1.6% | -12.4% | -13.9% |
| 30D | -11.8% | -26.6% | +14.8% | -9.3% |
| 3M | +0.1% | -11.1% | +11.2% | +1.7% |
| 6M | +64.2% | -13.1% | +77.3% | +66.5% |
| YTD | +38.2% | +3.9% | +34.4% | +39.2% |
| 1Y | +85.4% | +9.8% | +75.6% | +74.4% |
| All | +85.4% | +9.0% | +76.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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