+240.7%
BURL vs ITUB
+131.3%
+109.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | +4.1% | +3.7% | +0.4% | +3.2% |
| 30D | -9.5% | -24.1% | +14.6% | -4.0% |
| 3M | -33.5% | -9.6% | -24.0% | -32.8% |
| 6M | -22.1% | -11.5% | -10.6% | -21.0% |
| YTD | -14.6% | +5.5% | -20.1% | -17.3% |
| 1Y | -8.4% | +9.9% | -18.2% | -12.3% |
| 3Y | +86.6% | +84.8% | +1.8% | +54.6% |
| 5Y | -17.2% | +182.6% | -199.8% | -40.8% |
| All | +240.7% | +131.3% | +109.4% | +148.3% |
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 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