+66.9%
FBTC vs ITUB
+71.6%
-4.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.3% |
| 7D | +1.5% | +8.2% | -6.7% | -1.0% |
| 30D | +20.7% | +4.7% | +16.0% | +18.8% |
| 3M | +23.7% | +13.0% | +10.6% | +18.7% |
| 6M | +15.0% | +4.2% | +10.9% | +13.2% |
| YTD | -10.5% | +18.6% | -29.1% | -15.3% |
| 1Y | -30.3% | +31.3% | -61.5% | -36.0% |
| All | +66.9% | +71.6% | -4.7% | +40.5% |
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 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