-25.9%
FPS vs ITUB
-12.1%
-13.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.7% | -4.3% |
| 7D | -20.9% | +4.9% | -25.7% | -21.9% |
| 30D | -46.3% | -27.2% | -19.1% | -40.3% |
| 3M | -42.9% | -6.1% | -36.8% | -45.9% |
| 6M | -46.8% | -10.7% | -36.1% | -47.5% |
| All | -25.9% | -12.1% | -13.8% | -25.4% |
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