+338.3%
ELF vs ITUB
+166.8%
+171.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.4% | +5.4% |
| 7D | +4.0% | +3.7% | +0.3% | +3.1% |
| 30D | +10.6% | -24.1% | +34.7% | +17.0% |
| 3M | +25.8% | -9.6% | +35.4% | +26.8% |
| 6M | +89.1% | -11.5% | +100.6% | +91.2% |
| YTD | +52.7% | +5.5% | +47.2% | +47.9% |
| 1Y | +51.7% | +9.9% | +41.9% | +45.3% |
| 3Y | +14.2% | +84.8% | -70.6% | -5.1% |
| 5Y | +270.7% | +182.6% | +88.1% | +170.5% |
| 10Y | +341.9% | +141.7% | +200.2% | +228.0% |
| All | +338.3% | +166.8% | +171.4% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling