+68.6%
ESI vs ITUB
+185.6%
-117.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -5.3% |
| 7D | -2.3% | +1.0% | -3.3% | -2.6% |
| 30D | -9.0% | +10.7% | -19.7% | -11.8% |
| 3M | -13.3% | +10.1% | -23.3% | -15.8% |
| 6M | +5.3% | -0.1% | +5.4% | +4.9% |
| YTD | +37.6% | +18.4% | +19.2% | +31.0% |
| 1Y | +33.6% | +31.3% | +2.3% | +23.5% |
| 3Y | +75.8% | +124.6% | -48.8% | +40.8% |
| 5Y | +68.6% | +192.0% | -123.4% | +24.8% |
| All | +68.6% | +185.6% | -117.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling