-95.9%
FCUV vs ITUB
+170.6%
-266.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | 0.0% |
| 7D | -72.0% | +1.0% | -72.9% | -72.2% |
| 30D | -8.0% | +10.7% | -18.7% | -9.8% |
| 3M | +66.3% | +10.1% | +56.2% | +64.0% |
| 6M | -75.3% | -0.1% | -75.2% | -75.3% |
| YTD | -83.0% | +18.4% | -101.4% | -83.3% |
| 1Y | -94.7% | +31.3% | -125.9% | -94.8% |
| 3Y | -99.3% | +124.6% | -223.9% | -99.3% |
| 5Y | -99.9% | +192.0% | -291.8% | -99.9% |
| 10Y | -98.6% | +216.0% | -314.6% | -98.8% |
| All | -95.9% | +170.6% | -266.5% | -96.5% |
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 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