+35.2%
FROG vs ITUB
+255.1%
-219.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.2% |
| 7D | -11.3% | +8.7% | -20.0% | -12.6% |
| 30D | +3.6% | -0.7% | +4.3% | +3.6% |
| 3M | +1.7% | +7.8% | -6.1% | 0.0% |
| 6M | +123.5% | -3.4% | +126.9% | +123.7% |
| YTD | +40.2% | +16.3% | +24.0% | +34.7% |
| 1Y | +81.0% | +29.8% | +51.2% | +69.6% |
| 3Y | +194.8% | +111.1% | +83.7% | +151.2% |
| 5Y | +131.8% | +173.6% | -41.7% | +87.5% |
| All | +35.2% | +255.1% | -219.9% | +7.7% |
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