+276.0%
FE vs ITUB
+1,733.1%
-1,457.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | 0.0% | +3.7% | -3.7% | -0.7% |
| 30D | +5.2% | -24.1% | +29.3% | +10.0% |
| 3M | 0.0% | -9.6% | +9.5% | +0.7% |
| 6M | +5.0% | -11.5% | +16.6% | +6.0% |
| YTD | +7.9% | +5.5% | +2.4% | +4.9% |
| 1Y | +6.3% | +9.9% | -3.5% | +2.5% |
| 3Y | +46.0% | +84.8% | -38.8% | +25.8% |
| 5Y | +45.6% | +182.6% | -137.0% | +13.0% |
| 10Y | +109.3% | +141.7% | -32.4% | +54.4% |
| All | +276.0% | +1,733.1% | -1,457.2% | +65.3% |
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