+114.5%
FE vs ITUB
+197.6%
-83.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.2% | +2.6% | -3.8% | -1.6% |
| 3M | +1.7% | +8.4% | -6.8% | +0.2% |
| 6M | -7.5% | -0.5% | -6.9% | -7.8% |
| YTD | +6.3% | +15.3% | -9.0% | +3.3% |
| 1Y | +10.9% | +28.7% | -17.9% | +5.6% |
| 3Y | +46.9% | +118.7% | -71.7% | +27.0% |
| 5Y | +47.6% | +182.7% | -135.1% | +19.5% |
| 10Y | +114.5% | +207.6% | -93.1% | +59.2% |
| All | +114.5% | +197.6% | -83.1% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling