+173.8%
ET vs ITUB
+220.1%
-46.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.2% | +2.2% | -2.0% | -0.4% |
| 30D | +2.9% | +12.6% | -9.7% | -0.5% |
| 3M | +16.8% | +6.4% | +10.4% | +14.4% |
| 6M | +18.9% | +0.6% | +18.3% | +17.5% |
| YTD | +37.7% | +18.8% | +18.9% | +29.3% |
| 1Y | +32.4% | +31.0% | +1.4% | +20.6% |
| 3Y | +99.5% | +118.1% | -18.6% | +53.6% |
| 5Y | +244.0% | +193.0% | +50.9% | +134.1% |
| All | +173.8% | +220.1% | -46.3% | +63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling