+0.8%
FAST vs ITUB
+30.8%
-30.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -0.4% | +8.7% | -9.1% | -1.4% |
| 30D | -0.8% | -0.7% | -0.1% | -0.7% |
| 3M | +5.8% | +7.8% | -2.0% | +3.9% |
| 6M | +8.0% | -3.4% | +11.4% | +7.9% |
| YTD | +25.6% | +16.3% | +9.4% | +19.7% |
| 1Y | +0.8% | +29.8% | -29.0% | -4.4% |
| All | +0.8% | +30.8% | -30.0% | -4.4% |
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