-11.0%
FLUT vs ITUB
+219.0%
-230.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.9% |
| 7D | -3.6% | +1.0% | -4.5% | -3.7% |
| 30D | -0.3% | +10.7% | -11.1% | -1.2% |
| 3M | -12.6% | +10.1% | -22.7% | -13.4% |
| 6M | -8.0% | -0.1% | -7.9% | -8.2% |
| YTD | -54.1% | +18.4% | -72.5% | -54.9% |
| 1Y | -66.1% | +31.3% | -97.4% | -66.9% |
| 3Y | -45.0% | +124.6% | -169.6% | -48.5% |
| 5Y | -51.2% | +192.0% | -243.2% | -55.0% |
| All | -11.0% | +219.0% | -230.0% | -20.3% |
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