+463.5%
BTSG vs ITUB
+72.6%
+390.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +0.9% | +2.6% | -1.7% | +0.2% |
| 3M | +1.6% | +8.4% | -6.8% | -0.9% |
| 6M | +46.8% | -0.5% | +47.3% | +46.1% |
| YTD | +65.5% | +15.3% | +50.2% | +58.4% |
| 1Y | +136.2% | +28.7% | +107.5% | +118.7% |
| All | +463.5% | +72.6% | +390.9% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling