-22.6%
FPS vs ITUB
-13.5%
-9.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.3% | -20.6% | -18.2% |
| 7D | -23.3% | -1.6% | -21.7% | -23.0% |
| 30D | -42.4% | -26.6% | -15.8% | -36.5% |
| 3M | -43.0% | -11.1% | -32.0% | -44.1% |
| 6M | -44.5% | -13.1% | -31.4% | -44.4% |
| All | -22.6% | -13.5% | -9.1% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling