+1,033.9%
FLEX vs ITUB
+219.0%
+815.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -5.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | -11.8% | +10.7% | -22.5% | -15.1% |
| 3M | -22.6% | +10.1% | -32.6% | -25.4% |
| 6M | +77.3% | -0.1% | +77.5% | +76.6% |
| YTD | +78.8% | +18.4% | +60.3% | +67.8% |
| 1Y | +86.1% | +31.3% | +54.8% | +68.1% |
| 3Y | +446.2% | +124.6% | +321.6% | +300.9% |
| 5Y | +689.7% | +192.0% | +497.7% | +406.0% |
| All | +1,033.9% | +219.0% | +815.0% | +599.4% |
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 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