+301.7%
ELF vs ITUB
+175.8%
+125.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.4% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +9.1% | -22.2% | +31.3% | +14.9% |
| 3M | +28.2% | +2.7% | +25.5% | +25.3% |
| 6M | +119.5% | -3.0% | +122.5% | +117.1% |
| YTD | +55.2% | +7.5% | +47.6% | +49.4% |
| 1Y | +58.6% | +10.5% | +48.1% | +51.5% |
| 3Y | +21.3% | +81.0% | -59.7% | +0.8% |
| 5Y | +276.2% | +181.8% | +94.4% | +172.0% |
| All | +301.7% | +175.8% | +125.9% | +182.9% |
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