+216.9%
BURL vs ITUB
+194.0%
+22.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | -2.8% | +8.7% | -11.5% | -4.9% |
| 30D | -28.2% | -0.7% | -27.5% | -28.1% |
| 3M | -17.6% | +7.8% | -25.4% | -19.3% |
| 6M | -11.8% | -3.4% | -8.4% | -11.4% |
| YTD | -8.1% | +16.3% | -24.4% | -12.0% |
| 1Y | -12.0% | +29.8% | -41.8% | -18.1% |
| 3Y | +63.3% | +111.1% | -47.8% | +32.6% |
| 5Y | -10.8% | +173.6% | -184.4% | -34.9% |
| All | +216.9% | +194.0% | +22.9% | +121.9% |
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