+215.9%
ELF vs ITUB
+186.2%
+29.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -11.6% | +2.2% | -13.8% | -12.1% |
| 30D | +4.6% | +12.6% | -8.0% | +1.7% |
| 3M | +59.7% | +6.4% | +53.3% | +56.8% |
| 6M | +21.2% | +0.6% | +20.6% | +20.7% |
| YTD | +27.4% | +18.8% | +8.6% | +22.2% |
| 1Y | -29.8% | +31.0% | -60.8% | -34.3% |
| 3Y | -28.5% | +118.1% | -146.5% | -41.3% |
| All | +215.9% | +186.2% | +29.7% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling