+5.0%
EME vs ITUB
+1.4%
+3.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | +2.6% | -9.4% | -7.7% |
| 3M | -8.8% | +8.4% | -17.3% | -11.9% |
| 6M | +5.0% | -0.5% | +5.5% | +4.7% |
| All | +5.0% | +1.4% | +3.6% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling