-50.6%
FLUT vs ITUB
+186.4%
-236.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +5.4% | +2.6% | +2.8% | +4.8% |
| 3M | -10.8% | +8.4% | -19.2% | -12.4% |
| 6M | -9.2% | -0.5% | -8.7% | -9.5% |
| YTD | -53.8% | +15.3% | -69.1% | -55.3% |
| 1Y | -66.0% | +28.7% | -94.7% | -67.8% |
| 3Y | -44.7% | +118.7% | -163.3% | -52.8% |
| 5Y | -50.6% | +182.7% | -233.3% | -60.1% |
| All | -50.6% | +186.4% | -236.9% | -60.1% |
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