+276.8%
FE vs ITUB
+1,772.8%
-1,496.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -0.4% | +3.7% | -4.1% | -1.1% |
| 30D | +3.6% | -24.9% | +28.5% | +8.5% |
| 3M | +0.3% | +0.8% | -0.5% | -0.9% |
| 6M | +6.4% | -6.6% | +13.0% | +6.4% |
| YTD | +8.1% | +7.8% | +0.3% | +4.7% |
| 1Y | +4.6% | +7.4% | -2.8% | +1.2% |
| 3Y | +49.1% | +78.8% | -29.7% | +29.3% |
| 5Y | +46.1% | +179.9% | -133.8% | +13.6% |
| 10Y | +122.7% | +170.9% | -48.2% | +60.7% |
| All | +276.8% | +1,772.8% | -1,496.0% | +65.0% |
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