+536.8%
FAST vs ITUB
+176.5%
+360.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | +4.3% | +3.7% | +0.6% | +3.7% |
| 30D | +8.3% | -24.9% | +33.2% | +12.8% |
| 3M | +6.5% | +0.8% | +5.7% | +5.2% |
| 6M | +29.5% | -6.6% | +36.1% | +29.2% |
| YTD | +41.3% | +7.8% | +33.5% | +37.1% |
| 1Y | +37.4% | +7.4% | +30.0% | +33.3% |
| 3Y | +98.5% | +78.8% | +19.8% | +74.5% |
| 5Y | +111.1% | +179.9% | -68.8% | +67.6% |
| All | +536.8% | +176.5% | +360.3% | +419.4% |
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 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