+70.7%
FROG vs ITUB
+221.4%
-150.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +48.2% | +1.1% | +47.1% | +48.1% |
| 30D | +11.4% | -25.4% | +36.9% | +17.0% |
| 3M | +28.5% | -0.3% | +28.8% | +27.7% |
| 6M | +63.7% | -8.0% | +71.7% | +64.7% |
| YTD | +77.1% | +5.2% | +71.8% | +72.1% |
| 1Y | +79.3% | +7.4% | +71.9% | +73.2% |
| 3Y | +323.8% | +74.5% | +249.2% | +270.9% |
| 5Y | +198.9% | +175.8% | +23.1% | +142.6% |
| All | +70.7% | +221.4% | -150.7% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling