+36.4%
EXPD vs ITUB
+10.6%
+25.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.7% |
| 7D | -5.5% | +5.5% | -11.0% | -5.4% |
| 30D | -1.9% | -25.6% | +23.7% | -1.8% |
| 3M | +6.1% | -4.7% | +10.8% | +6.2% |
| 6M | +21.6% | -8.6% | +30.2% | +21.8% |
| YTD | +27.9% | +7.9% | +19.9% | +29.4% |
| All | +36.4% | +10.6% | +25.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling