+424.6%
ETSY vs ITUB
+220.1%
+204.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -4.9% | +2.2% | -7.1% | -5.4% |
| 30D | -8.6% | +12.6% | -21.2% | -11.2% |
| 3M | +4.8% | +6.4% | -1.6% | +2.9% |
| 6M | +38.1% | +0.6% | +37.5% | +37.0% |
| YTD | +31.2% | +18.8% | +12.4% | +24.7% |
| 1Y | +22.1% | +31.0% | -8.9% | +13.0% |
| 3Y | +12.2% | +118.1% | -105.8% | -9.4% |
| 5Y | -66.5% | +193.0% | -259.5% | -75.1% |
| All | +424.6% | +220.1% | +204.5% | +261.4% |
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