+860.4%
FN vs ITUB
+188.9%
+671.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | -1.7% | +8.7% | -10.4% | -3.8% |
| 30D | -22.0% | -0.7% | -21.3% | -22.0% |
| 3M | -43.0% | +7.8% | -50.8% | -44.3% |
| 6M | -27.7% | -3.4% | -24.3% | -27.3% |
| YTD | -10.5% | +16.3% | -26.8% | -13.9% |
| 1Y | +12.5% | +29.8% | -17.3% | +5.3% |
| 3Y | +153.8% | +111.1% | +42.7% | +108.7% |
| 5Y | +288.0% | +173.6% | +114.4% | +192.0% |
| All | +860.4% | +188.9% | +671.5% | +575.0% |
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 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