-100.0%
FCEL vs ITUB
+1,959.7%
-2,059.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.0% | +16.8% | +17.9% |
| 7D | +4.0% | +8.2% | -4.3% | -0.2% |
| 30D | -13.1% | +4.7% | -17.8% | -15.2% |
| 3M | +14.6% | +13.0% | +1.6% | +8.3% |
| 6M | +133.7% | +4.2% | +129.5% | +128.1% |
| YTD | +143.0% | +18.6% | +124.4% | +124.9% |
| 1Y | +320.9% | +31.3% | +289.6% | +271.3% |
| 3Y | -58.9% | +124.9% | -183.8% | -71.8% |
| 5Y | -89.7% | +195.6% | -285.3% | -94.0% |
| 10Y | -99.1% | +196.4% | -295.5% | -99.5% |
| All | -100.0% | +1,959.7% | -2,059.7% | -100.0% |
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 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