+1.3%
FSLR vs ITUB
+30.8%
-29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.2% |
| 7D | 0.0% | +8.7% | -8.7% | -2.3% |
| 30D | -13.7% | -0.7% | -13.0% | -13.6% |
| 3M | -35.1% | +7.8% | -42.9% | -36.6% |
| 6M | +3.6% | -3.4% | +7.1% | +3.1% |
| YTD | -21.7% | +16.3% | -38.0% | -23.6% |
| 1Y | +1.3% | +29.8% | -28.6% | -3.2% |
| All | +1.3% | +30.8% | -29.5% | -3.2% |
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