+0.7%
FPS vs ITUB
-1.4%
+2.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.7% | -8.5% | -7.8% |
| 7D | -4.6% | +1.0% | -5.5% | -5.3% |
| 30D | -22.6% | +10.7% | -33.3% | -28.6% |
| 3M | -45.1% | +10.1% | -55.2% | -49.8% |
| 6M | -17.8% | -0.1% | -17.7% | -17.8% |
| All | +0.7% | -1.4% | +2.1% | +2.7% |
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