+317.2%
FROG vs ITUB
+77.2%
+240.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | +48.2% | +1.1% | +47.1% | +48.1% |
| 30D | +11.4% | -25.4% | +36.9% | +18.0% |
| 3M | +28.5% | -0.3% | +28.8% | +27.2% |
| 6M | +63.7% | -8.0% | +71.7% | +64.6% |
| YTD | +77.1% | +5.2% | +71.8% | +68.0% |
| 1Y | +79.3% | +7.4% | +71.9% | +68.3% |
| All | +317.2% | +77.2% | +240.0% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling