+98.5%
FLEX vs ITUB
+30.8%
+67.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.9% | +8.7% | -9.6% | -5.0% |
| 30D | -10.1% | -0.7% | -9.5% | -9.8% |
| 3M | -31.3% | +7.8% | -39.1% | -34.1% |
| 6M | +71.3% | -3.4% | +74.7% | +70.9% |
| YTD | +81.2% | +16.3% | +65.0% | +70.6% |
| 1Y | +98.5% | +29.8% | +68.7% | +72.4% |
| All | +98.5% | +30.8% | +67.7% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling