-60.4%
EOSE vs ITUB
+295.5%
-355.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.7% | -6.6% | -5.1% |
| 7D | +14.0% | +1.0% | +13.0% | +13.5% |
| 30D | -5.9% | +10.7% | -16.6% | -10.0% |
| 3M | -34.3% | +10.1% | -44.3% | -37.3% |
| 6M | -37.8% | -0.1% | -37.6% | -37.3% |
| YTD | -65.2% | +18.4% | -83.6% | -67.1% |
| 1Y | -41.9% | +31.3% | -73.2% | -47.3% |
| 3Y | +44.6% | +124.6% | -80.0% | +4.1% |
| 5Y | -69.2% | +192.0% | -261.2% | -80.4% |
| All | -60.4% | +295.5% | -355.9% | -65.3% |
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