-99.8%
FCUV vs ITUB
+186.2%
-286.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | -66.5% | +2.2% | -68.7% | -67.0% |
| 30D | +5.0% | +12.6% | -7.6% | +0.8% |
| 3M | +63.8% | +6.4% | +57.4% | +61.1% |
| 6M | -67.8% | +0.6% | -68.4% | -68.0% |
| YTD | -82.4% | +18.8% | -101.3% | -83.0% |
| 1Y | -94.7% | +31.0% | -125.8% | -95.0% |
| 3Y | -99.3% | +118.1% | -217.3% | -99.4% |
| All | -99.8% | +186.2% | -286.0% | -99.9% |
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