+75.3%
FROG vs ITUB
+228.4%
-153.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.3% |
| 7D | +12.5% | +1.9% | +10.6% | +12.2% |
| 30D | +23.5% | -22.2% | +45.7% | +28.7% |
| 3M | +19.4% | +2.7% | +16.7% | +18.0% |
| 6M | +77.0% | -3.0% | +80.0% | +76.3% |
| YTD | +81.9% | +7.5% | +74.4% | +76.0% |
| 1Y | +90.7% | +10.5% | +80.2% | +83.2% |
| 3Y | +328.5% | +81.0% | +247.5% | +272.7% |
| 5Y | +207.0% | +181.8% | +25.2% | +148.2% |
| All | +75.3% | +228.4% | -153.0% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling