-3.9%
ELF vs ITUB
+9.0%
-13.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.4% |
| 7D | -1.5% | -1.6% | +0.1% | -1.3% |
| 30D | +9.5% | -26.6% | +36.1% | +14.5% |
| 3M | +29.4% | -11.1% | +40.4% | +28.3% |
| 6M | +83.7% | -13.1% | +96.8% | +82.9% |
| YTD | +49.4% | +3.9% | +45.6% | +45.4% |
| 1Y | -3.9% | +9.8% | -13.7% | -10.8% |
| All | -3.9% | +9.0% | -13.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling