+737.6%
FLEX vs ITUB
+194.5%
+543.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.7% |
| 7D | +7.0% | +8.2% | -1.3% | +4.1% |
| 30D | -5.8% | +4.7% | -10.5% | -7.4% |
| 3M | -24.2% | +13.0% | -37.2% | -27.4% |
| 6M | +90.8% | +4.2% | +86.6% | +87.4% |
| YTD | +89.2% | +18.6% | +70.6% | +79.1% |
| 1Y | +104.7% | +31.3% | +73.5% | +87.6% |
| 3Y | +478.1% | +124.9% | +353.2% | +344.8% |
| All | +737.6% | +194.5% | +543.1% | +466.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling