+902.7%
BURL vs ITUB
+160.5%
+742.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.1% | -3.0% |
| 7D | +3.5% | -1.0% | +4.5% | +3.7% |
| 30D | -9.3% | -28.1% | +18.9% | -3.8% |
| 3M | -32.1% | -11.1% | -21.0% | -31.2% |
| 6M | -19.8% | -14.0% | -5.8% | -18.3% |
| YTD | -13.2% | +4.1% | -17.2% | -15.0% |
| 1Y | -7.8% | +8.5% | -16.3% | -10.7% |
| 3Y | +89.3% | +82.8% | +6.5% | +63.7% |
| 5Y | -15.8% | +178.7% | -194.5% | -34.7% |
| 10Y | +262.2% | +138.4% | +123.8% | +176.1% |
| All | +902.7% | +160.5% | +742.1% | +598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling