-99.1%
FCEL vs ITUB
+220.1%
-319.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.8% |
| 7D | +6.3% | +2.2% | +4.1% | +5.3% |
| 30D | -26.7% | +12.6% | -39.3% | -30.8% |
| 3M | -10.2% | +6.4% | -16.6% | -12.7% |
| 6M | +123.5% | +0.6% | +122.9% | +121.7% |
| YTD | +117.4% | +18.8% | +98.5% | +101.4% |
| 1Y | +146.0% | +31.0% | +115.0% | +118.2% |
| 3Y | -61.9% | +118.1% | -180.0% | -72.9% |
| 5Y | -90.5% | +193.0% | -283.5% | -94.2% |
| All | -99.1% | +220.1% | -319.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling