+46.4%
VALE vs FROG
+170.5%
-124.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -3.0% |
| 7D | +5.5% | +17.0% | -11.6% | +3.9% |
| 30D | -15.0% | +1.3% | -16.3% | -15.5% |
| 3M | -20.0% | +17.5% | -37.5% | -21.5% |
| 6M | -28.4% | +46.8% | -75.2% | -31.3% |
| YTD | -8.6% | +65.8% | -74.4% | -14.0% |
| 1Y | +2.0% | +61.0% | -59.0% | -3.9% |
| 3Y | +4.1% | +296.7% | -292.7% | -14.5% |
| 5Y | +46.4% | +177.8% | -131.4% | +28.6% |
| All | +46.4% | +170.5% | -124.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling