+458.5%
FSLR vs ITUB
+220.1%
+238.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | -7.8% | +12.6% | -20.4% | -10.8% |
| 3M | -22.9% | +6.4% | -29.3% | -24.4% |
| 6M | +4.4% | +0.6% | +3.8% | +3.9% |
| YTD | -20.0% | +18.8% | -38.8% | -24.2% |
| 1Y | +2.8% | +31.0% | -28.2% | -5.4% |
| 3Y | +16.5% | +118.1% | -101.5% | -7.4% |
| 5Y | +110.3% | +193.0% | -82.8% | +49.4% |
| All | +458.5% | +220.1% | +238.4% | +288.3% |
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