+106.8%
FAST vs ITUB
+181.4%
-74.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +1.3% | +8.2% | -7.0% | +0.3% |
| 30D | -4.7% | +4.7% | -9.4% | -5.4% |
| 3M | +7.9% | +13.0% | -5.1% | +5.9% |
| 6M | +7.4% | +4.2% | +3.3% | +6.5% |
| YTD | +25.1% | +18.6% | +6.5% | +21.7% |
| 1Y | +4.7% | +31.3% | -26.6% | +0.5% |
| 3Y | +94.7% | +124.9% | -30.2% | +74.0% |
| 5Y | +106.8% | +195.6% | -88.9% | +78.6% |
| All | +106.8% | +181.4% | -74.6% | +78.6% |
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