+651.7%
FLEX vs ITUB
+176.3%
+475.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | +2.2% | +3.7% | -1.5% | +1.1% |
| 30D | -32.6% | -24.9% | -7.7% | -26.4% |
| 3M | -35.5% | +0.8% | -36.3% | -37.1% |
| 6M | -45.6% | -6.6% | -38.9% | -45.5% |
| YTD | +30.7% | +7.8% | +22.9% | +24.3% |
| 1Y | +28.4% | +7.4% | +21.0% | +22.0% |
| 3Y | +301.7% | +78.8% | +222.9% | +212.7% |
| 5Y | +473.3% | +179.9% | +293.4% | +264.7% |
| 10Y | +651.7% | +170.9% | +480.9% | +385.6% |
| All | +651.7% | +176.3% | +475.5% | +385.6% |
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