+1,332.0%
ET vs ITUB
+361.7%
+970.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.7% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | -2.5% | -22.2% | +19.7% | +3.4% |
| 3M | -4.9% | +2.7% | -7.6% | -7.3% |
| 6M | -0.1% | -3.0% | +2.9% | -1.6% |
| YTD | +26.2% | +7.5% | +18.7% | +19.6% |
| 1Y | +25.2% | +10.5% | +14.7% | +17.5% |
| 3Y | +84.2% | +81.0% | +3.2% | +47.1% |
| 5Y | +216.1% | +181.8% | +34.3% | +115.5% |
| 10Y | +160.7% | +170.2% | -9.5% | +66.3% |
| All | +1,332.0% | +361.7% | +970.4% | +564.6% |
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 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