+275.0%
FE vs ITUB
+1,920.1%
-1,645.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +1.9% | +8.7% | -6.8% | +0.3% |
| 30D | -1.2% | -0.7% | -0.5% | -1.2% |
| 3M | +3.5% | +7.8% | -4.3% | +1.8% |
| 6M | -6.1% | -3.4% | -2.7% | -6.0% |
| YTD | +7.6% | +16.3% | -8.7% | +3.8% |
| 1Y | +11.9% | +29.8% | -17.9% | +5.5% |
| 3Y | +48.4% | +111.1% | -62.6% | +25.8% |
| 5Y | +44.8% | +173.6% | -128.8% | +13.7% |
| 10Y | +115.9% | +193.2% | -77.4% | +54.8% |
| All | +275.0% | +1,920.1% | -1,645.1% | +63.5% |
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