+131.4%
FROG vs ITUB
+194.5%
-63.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -5.5% | +8.2% | -13.7% | -7.1% |
| 30D | -3.1% | +4.7% | -7.8% | -4.1% |
| 3M | +1.2% | +13.0% | -11.8% | -1.7% |
| 6M | +113.7% | +4.2% | +109.5% | +110.5% |
| YTD | +38.9% | +18.6% | +20.3% | +31.7% |
| 1Y | +72.0% | +31.3% | +40.7% | +58.6% |
| 3Y | +217.1% | +124.9% | +92.2% | +157.7% |
| All | +131.4% | +194.5% | -63.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling