+44.2%
EOSE vs ITUB
+120.9%
-76.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +1.8% | +2.2% | -0.4% | +0.6% |
| 30D | -6.8% | +12.6% | -19.5% | -12.5% |
| 3M | -36.3% | +6.4% | -42.7% | -38.8% |
| 6M | -38.8% | +0.6% | -39.4% | -38.8% |
| YTD | -65.5% | +18.8% | -84.4% | -67.3% |
| 1Y | -45.3% | +31.0% | -76.3% | -49.5% |
| 3Y | +44.2% | +118.1% | -73.9% | +26.9% |
| All | +44.2% | +120.9% | -76.7% | +26.9% |
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