+547.9%
FAST vs ITUB
+143.4%
+404.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.6% |
| 7D | +3.8% | +5.5% | -1.6% | +3.0% |
| 30D | +8.1% | -25.6% | +33.6% | +12.6% |
| 3M | +5.8% | -4.7% | +10.5% | +5.5% |
| 6M | +24.9% | -8.6% | +33.5% | +25.1% |
| YTD | +38.9% | +7.9% | +31.0% | +34.9% |
| 1Y | +36.5% | +11.2% | +25.3% | +31.7% |
| 3Y | +98.1% | +82.6% | +15.5% | +74.1% |
| 5Y | +109.3% | +192.7% | -83.4% | +65.7% |
| 10Y | +547.9% | +144.7% | +403.2% | +436.5% |
| All | +547.9% | +143.4% | +404.5% | +436.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling