-62.6%
FCEL vs ITUB
+120.1%
-182.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.6% | -7.8% |
| 7D | +6.3% | +1.0% | +5.3% | +5.7% |
| 30D | -18.8% | +10.7% | -29.5% | -25.0% |
| 3M | -3.8% | +10.1% | -13.9% | -9.8% |
| 6M | +121.1% | -0.1% | +121.3% | +116.9% |
| YTD | +113.3% | +18.4% | +94.9% | +87.2% |
| 1Y | +173.5% | +31.3% | +142.2% | +122.9% |
| All | -62.6% | +120.1% | -182.7% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling