+138.6%
ETSY vs ITUB
+195.7%
-57.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.1% |
| 7D | -12.7% | +1.0% | -13.7% | -12.9% |
| 30D | -9.9% | +10.7% | -20.6% | -12.2% |
| 3M | +4.2% | +10.1% | -5.9% | +1.4% |
| 6M | +34.2% | -0.1% | +34.3% | +33.3% |
| YTD | +29.1% | +18.4% | +10.7% | +22.6% |
| 1Y | +23.8% | +31.3% | -7.5% | +14.3% |
| 3Y | +6.6% | +124.6% | -118.0% | -15.1% |
| 5Y | -67.0% | +192.0% | -259.0% | -75.8% |
| 10Y | +424.9% | +216.0% | +208.9% | +248.0% |
| All | +138.6% | +195.7% | -57.0% | +34.3% |
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