+252.5%
BURL vs ITUB
+154.1%
+98.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -0.7% |
| 7D | +5.9% | +4.9% | +1.0% | +4.7% |
| 30D | -8.3% | -27.2% | +18.9% | -1.7% |
| 3M | -31.6% | -6.1% | -25.5% | -31.5% |
| 6M | -16.6% | -10.7% | -5.9% | -15.6% |
| YTD | -12.1% | +5.5% | -17.6% | -14.9% |
| 1Y | -10.0% | +7.8% | -17.8% | -13.5% |
| 3Y | +94.3% | +75.0% | +19.3% | +63.2% |
| 5Y | -13.2% | +178.6% | -191.8% | -37.8% |
| 10Y | +252.5% | +162.9% | +89.7% | +165.1% |
| All | +252.5% | +154.1% | +98.5% | +165.1% |
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 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