+145.4%
VALE vs FROG
+24.4%
+121.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.1% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +9.7% | +3.0% | +6.8% | +9.3% |
| 3M | +5.3% | +10.3% | -5.1% | +4.1% |
| 6M | +0.5% | +116.7% | -116.1% | -6.1% |
| YTD | +20.6% | +41.9% | -21.3% | +15.7% |
| 1Y | +57.6% | +78.5% | -20.9% | +47.4% |
| 3Y | +50.6% | +224.1% | -173.6% | +29.4% |
| 5Y | +41.8% | +142.4% | -100.6% | +21.6% |
| All | +145.4% | +24.4% | +121.0% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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