+221.9%
BURL vs ITUB
+175.8%
+46.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.7% | -4.1% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | -7.7% | -22.2% | +14.4% | -2.7% |
| 3M | -31.7% | +2.7% | -34.4% | -33.1% |
| 6M | -15.2% | -3.0% | -12.2% | -15.9% |
| YTD | -15.9% | +7.5% | -23.4% | -19.0% |
| 1Y | -14.2% | +10.5% | -24.7% | -18.0% |
| 3Y | +93.5% | +81.0% | +12.5% | +61.0% |
| 5Y | -9.9% | +181.8% | -191.7% | -35.7% |
| All | +221.9% | +175.8% | +46.1% | +141.0% |
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