+3,520.9%
FAST vs ITUB
+1,920.1%
+1,600.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | -0.4% | +8.7% | -9.1% | -2.5% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +5.8% | +7.8% | -2.0% | +3.3% |
| 6M | +8.0% | -3.4% | +11.4% | +8.1% |
| YTD | +25.6% | +16.3% | +9.4% | +19.6% |
| 1Y | +0.8% | +29.8% | -29.0% | -6.9% |
| 3Y | +86.1% | +111.1% | -25.0% | +48.8% |
| 5Y | +100.2% | +173.6% | -73.3% | +43.9% |
| 10Y | +494.2% | +193.2% | +300.9% | +274.2% |
| All | +3,520.9% | +1,920.1% | +1,600.8% | +1,391.9% |
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