-5.3%
BURL vs ITUB
+9.0%
-14.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.4% | +7.1% |
| 7D | +10.4% | -1.6% | +12.0% | +10.7% |
| 30D | -4.9% | -26.6% | +21.7% | -0.5% |
| 3M | -29.8% | -11.1% | -18.7% | -29.2% |
| 6M | -16.5% | -13.1% | -3.4% | -15.8% |
| YTD | -10.5% | +3.9% | -14.4% | -9.6% |
| 1Y | -5.3% | +9.8% | -15.1% | -9.1% |
| All | -5.3% | +9.0% | -14.3% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling