+145.2%
VALE vs FROG
+22.9%
+122.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | 0.0% |
| 7D | +1.6% | -11.3% | +12.9% | +2.4% |
| 30D | +5.1% | +3.6% | +1.5% | +4.7% |
| 3M | -0.4% | +1.7% | -2.1% | -0.9% |
| 6M | -2.2% | +123.5% | -125.7% | -8.9% |
| YTD | +20.5% | +40.2% | -19.7% | +15.8% |
| 1Y | +61.2% | +81.0% | -19.8% | +50.5% |
| 3Y | +43.1% | +194.8% | -151.6% | +24.0% |
| 5Y | +34.0% | +131.8% | -97.9% | +15.1% |
| All | +145.2% | +22.9% | +122.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling