+19.7%
BROS vs ITUB
+191.4%
-171.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -5.8% | +2.2% | -8.0% | -6.3% |
| 30D | -14.0% | +12.6% | -26.6% | -16.7% |
| 3M | -32.5% | +6.4% | -38.9% | -33.8% |
| 6M | -14.9% | +0.6% | -15.5% | -15.2% |
| YTD | -28.3% | +18.8% | -47.1% | -31.4% |
| 1Y | -34.0% | +31.0% | -65.0% | -38.4% |
| 3Y | +63.0% | +118.1% | -55.1% | +34.3% |
| All | +19.7% | +191.4% | -171.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling