+246.8%
ET vs ITUB
+185.6%
+61.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | +4.6% | +10.7% | -6.1% | +2.4% |
| 3M | +16.0% | +10.1% | +6.0% | +13.4% |
| 6M | +22.8% | -0.1% | +22.9% | +22.0% |
| YTD | +38.9% | +18.4% | +20.4% | +31.9% |
| 1Y | +34.1% | +31.3% | +2.8% | +24.0% |
| 3Y | +98.8% | +124.6% | -25.8% | +57.0% |
| 5Y | +246.8% | +192.0% | +54.9% | +136.6% |
| All | +246.8% | +185.6% | +61.2% | +136.6% |
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