-22.1%
FPS vs ITUB
-10.1%
-12.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.3% | +13.7% | +15.3% |
| 7D | -8.0% | +5.5% | -13.5% | -9.5% |
| 30D | -43.5% | -25.6% | -18.0% | -37.7% |
| 3M | -41.6% | -4.7% | -36.9% | -44.7% |
| 6M | -44.0% | -8.6% | -35.4% | -45.2% |
| All | -22.1% | -10.1% | -12.0% | -22.1% |
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