-71.6%
FLNC vs ITUB
+211.0%
-282.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -4.1% | +2.2% | -6.3% | -4.9% |
| 30D | -24.8% | +12.6% | -37.4% | -28.5% |
| 3M | -59.1% | +6.4% | -65.5% | -60.2% |
| 6M | -42.0% | +0.6% | -42.6% | -42.4% |
| YTD | -49.8% | +18.8% | -68.6% | -53.8% |
| 1Y | +43.1% | +31.0% | +12.1% | +27.1% |
| 3Y | -61.0% | +118.1% | -179.0% | -72.5% |
| All | -71.6% | +211.0% | -282.6% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling