-45.3%
FLUT vs ITUB
+81.0%
-126.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | +9.3% | -22.2% | +31.4% | +13.2% |
| 3M | -17.5% | +2.7% | -20.2% | -19.3% |
| 6M | -14.6% | -3.0% | -11.6% | -16.0% |
| YTD | -62.3% | +7.5% | -69.8% | -63.9% |
| 1Y | -59.6% | +10.5% | -70.1% | -61.6% |
| 3Y | -45.3% | +81.0% | -126.3% | -56.0% |
| All | -45.3% | +81.0% | -126.3% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling