-65.8%
ETSY vs ITUB
+186.2%
-251.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -4.9% | +2.2% | -7.1% | -5.4% |
| 30D | -8.6% | +12.6% | -21.2% | -11.4% |
| 3M | +4.8% | +6.4% | -1.6% | +2.7% |
| 6M | +38.1% | +0.6% | +37.5% | +36.8% |
| YTD | +31.2% | +18.8% | +12.4% | +23.6% |
| 1Y | +22.1% | +31.0% | -8.9% | +11.4% |
| 3Y | +12.2% | +118.1% | -105.8% | -13.9% |
| All | -65.8% | +186.2% | -251.9% | -74.9% |
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