+44.9%
VALE vs FROG
+125.4%
-80.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 6M | +6.9% | +113.7% | -106.8% | -0.5% |
| YTD | +22.8% | +38.9% | -16.0% | +17.8% |
| 1Y | +61.3% | +72.0% | -10.7% | +50.5% |
| 3Y | +53.3% | +217.1% | -163.8% | +29.1% |
| 5Y | +44.9% | +130.6% | -85.8% | +26.2% |
| All | +44.9% | +125.4% | -80.5% | +26.2% |
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 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