+357.2%
ELF vs ITUB
+154.1%
+203.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +6.3% | +4.9% | +1.4% | +5.1% |
| 30D | +8.5% | -27.2% | +35.7% | +16.0% |
| 3M | +24.4% | -6.1% | +30.5% | +24.3% |
| 6M | +94.7% | -10.7% | +105.4% | +96.6% |
| YTD | +55.9% | +5.5% | +50.3% | +50.8% |
| 1Y | +48.4% | +7.8% | +40.6% | +42.6% |
| 3Y | +24.6% | +75.0% | -50.4% | +4.6% |
| 5Y | +285.0% | +178.6% | +106.5% | +179.9% |
| 10Y | +357.2% | +162.9% | +194.4% | +237.5% |
| All | +357.2% | +154.1% | +203.2% | +237.5% |
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