-90.7%
FCEL vs ITUB
+185.6%
-276.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.6% | -7.4% |
| 7D | +6.3% | +1.0% | +5.3% | +5.8% |
| 30D | -18.8% | +10.7% | -29.5% | -23.7% |
| 3M | -3.8% | +10.1% | -13.9% | -8.6% |
| 6M | +121.1% | -0.1% | +121.3% | +118.9% |
| YTD | +113.3% | +18.4% | +94.9% | +94.3% |
| 1Y | +173.5% | +31.3% | +142.2% | +135.8% |
| 3Y | -63.9% | +124.6% | -188.5% | -76.1% |
| 5Y | -90.7% | +192.0% | -282.7% | -94.9% |
| All | -90.7% | +185.6% | -276.3% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling