+1,676.0%
EXPD vs ITUB
+1,733.1%
-57.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.6% |
| 7D | -7.2% | +3.7% | -10.9% | -8.0% |
| 30D | -3.3% | -24.1% | +20.8% | +2.5% |
| 3M | +3.4% | -9.6% | +12.9% | +4.3% |
| 6M | +22.7% | -11.5% | +34.2% | +23.9% |
| YTD | +24.5% | +5.5% | +19.0% | +19.7% |
| 1Y | +38.6% | +9.9% | +28.8% | +31.7% |
| 3Y | +71.5% | +84.8% | -13.3% | +40.3% |
| 5Y | +56.2% | +182.6% | -126.4% | +11.1% |
| 10Y | +310.5% | +141.7% | +168.7% | +170.6% |
| All | +1,676.0% | +1,733.1% | -57.2% | +617.9% |
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 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