+31.5%
ESI vs ITUB
+31.4%
+0.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -4.6% | +2.2% | -6.8% | -5.5% |
| 30D | -10.5% | +12.6% | -23.1% | -15.1% |
| 3M | -19.8% | +6.4% | -26.2% | -22.2% |
| 6M | +5.8% | +0.6% | +5.2% | +4.1% |
| YTD | +38.3% | +18.8% | +19.5% | +29.6% |
| 1Y | +31.5% | +31.0% | +0.5% | +14.4% |
| All | +31.5% | +31.4% | +0.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling