+96.7%
BURL vs ITUB
+83.6%
+13.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.8% |
| 7D | +7.7% | +5.5% | +2.2% | +6.7% |
| 30D | -7.1% | -25.6% | +18.4% | -2.5% |
| 3M | -30.3% | -4.7% | -25.6% | -30.6% |
| 6M | -15.5% | -8.6% | -6.9% | -15.3% |
| YTD | -11.0% | +7.9% | -18.9% | -13.6% |
| 1Y | -8.4% | +11.2% | -19.6% | -11.8% |
| 3Y | +96.7% | +82.6% | +14.0% | +94.1% |
| All | +96.7% | +83.6% | +13.1% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling