+42.4%
FCEL vs ITUB
+9.0%
+33.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.2% | -7.4% |
| 7D | -14.9% | -1.6% | -13.2% | -14.3% |
| 30D | -41.7% | -26.6% | -15.1% | -33.3% |
| 3M | -53.2% | -11.1% | -42.1% | -53.0% |
| 6M | -19.0% | -13.1% | -6.0% | -17.8% |
| YTD | +44.2% | +3.9% | +40.3% | +21.4% |
| 1Y | +42.4% | +9.8% | +32.7% | +4.0% |
| All | +42.4% | +9.0% | +33.4% | +4.0% |
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