+53.3%
VALE vs FROG
+202.6%
-149.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +2.9% | -5.5% | +8.4% | +3.3% |
| 30D | +8.8% | -3.1% | +11.9% | +8.9% |
| 3M | +6.8% | +1.2% | +5.5% | +6.3% |
| 6M | +6.9% | +113.7% | -106.8% | +0.7% |
| YTD | +22.8% | +38.9% | -16.0% | +18.8% |
| 1Y | +61.3% | +72.0% | -10.7% | +52.1% |
| 3Y | +53.3% | +217.1% | -163.8% | +29.7% |
| All | +53.3% | +202.6% | -149.3% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling