-42.6%
FLNC vs ITUB
+1.4%
-44.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -7.0% | -5.5% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | -26.1% | +10.7% | -36.8% | -29.3% |
| 3M | -55.2% | +10.1% | -65.2% | -56.6% |
| 6M | -42.6% | -0.1% | -42.5% | -43.7% |
| All | -42.6% | +1.4% | -44.0% | -43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling