+1.6%
VALE vs FROG
+72.4%
-70.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.1% |
| 7D | +1.3% | +26.8% | -25.5% | +0.9% |
| 30D | -14.3% | +10.6% | -24.9% | -14.6% |
| 3M | -16.8% | +27.2% | -44.0% | -17.0% |
| 6M | -30.2% | +58.7% | -88.9% | -30.4% |
| YTD | -8.6% | +75.3% | -83.9% | -10.1% |
| 1Y | +1.6% | +71.1% | -69.5% | +0.2% |
| All | +1.6% | +72.4% | -70.8% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling