+253.5%
EME vs ITUB
+120.9%
+132.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +4.0% | +4.2% |
| 7D | +3.5% | +2.2% | +1.3% | +2.9% |
| 30D | -6.3% | +12.6% | -18.9% | -9.5% |
| 3M | -3.8% | +6.4% | -10.2% | -5.4% |
| 6M | +8.5% | +0.6% | +7.9% | +8.0% |
| YTD | +27.8% | +18.8% | +9.0% | +23.5% |
| 1Y | +22.2% | +31.0% | -8.8% | +16.0% |
| 3Y | +253.5% | +118.1% | +135.4% | +185.7% |
| All | +253.5% | +120.9% | +132.6% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling