+62.8%
EXPD vs ITUB
+173.6%
-110.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -1.1% | +8.7% | -9.8% | -2.0% |
| 30D | +4.1% | -0.7% | +4.8% | +4.1% |
| 3M | +17.9% | +7.8% | +10.1% | +16.7% |
| 6M | +29.2% | -3.4% | +32.6% | +29.3% |
| YTD | +27.4% | +16.3% | +11.1% | +24.5% |
| 1Y | +56.8% | +29.8% | +27.0% | +50.9% |
| 3Y | +68.0% | +111.1% | -43.0% | +50.4% |
| All | +62.8% | +173.6% | -110.8% | +42.3% |
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 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