+147.8%
ETR vs ITUB
+114.2%
+33.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.0% | +2.6% | -0.5% | +1.7% |
| 3M | -1.7% | +8.4% | -10.1% | -2.8% |
| 6M | +3.6% | -0.5% | +4.1% | +3.4% |
| YTD | +18.0% | +15.3% | +2.8% | +15.3% |
| 1Y | +26.2% | +28.7% | -2.5% | +21.5% |
| All | +147.8% | +114.2% | +33.6% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling