-24.9%
ELF vs ITUB
+32.2%
-57.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.5% |
| 7D | -1.2% | +8.2% | -9.4% | -3.7% |
| 30D | +5.9% | +4.7% | +1.2% | +4.0% |
| 3M | +99.5% | +13.0% | +86.5% | +89.7% |
| 6M | +26.5% | +4.2% | +22.4% | +24.6% |
| YTD | +37.2% | +18.6% | +18.6% | +31.8% |
| All | -24.9% | +32.2% | -57.1% | -31.6% |
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