-27.5%
FBTC vs ITUB
+30.8%
-58.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.2% |
| 7D | +2.9% | +8.7% | -5.8% | -0.3% |
| 30D | +23.0% | -0.7% | +23.7% | +23.2% |
| 3M | +25.6% | +7.8% | +17.8% | +21.8% |
| 6M | +9.0% | -3.4% | +12.4% | +9.6% |
| YTD | -8.9% | +16.3% | -25.2% | -14.3% |
| 1Y | -27.5% | +29.8% | -57.4% | -34.3% |
| All | -27.5% | +30.8% | -58.3% | -34.3% |
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